+87.8%
NUE vs BDX
+54.0%
+33.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.6% | -7.6% | -2.8% |
| 7D | -1.4% | +7.2% | -8.6% | -2.5% |
| 30D | +6.6% | +15.8% | -9.2% | +3.9% |
| 3M | -2.0% | +23.7% | -25.7% | -5.9% |
| 6M | +19.2% | +44.8% | -25.6% | +10.7% |
| YTD | +65.6% | +39.8% | +25.8% | +56.4% |
| 1Y | +87.8% | +52.3% | +35.5% | +73.3% |
| All | +87.8% | +54.0% | +33.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling