+14,226.8%
NUE vs BDX
+5,179.2%
+9,047.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.3% |
| 7D | -0.6% | -3.2% | +2.5% | +0.5% |
| 30D | -4.6% | -2.5% | -2.0% | -3.8% |
| 3M | -0.3% | +21.4% | -21.7% | -7.4% |
| 6M | +51.9% | +10.4% | +41.5% | +45.3% |
| YTD | +60.0% | +18.8% | +41.1% | +48.8% |
| 1Y | +82.9% | +21.7% | +61.2% | +68.4% |
| 3Y | +66.0% | -10.0% | +75.9% | +67.9% |
| 5Y | +149.0% | -1.8% | +150.8% | +143.0% |
| 10Y | +588.3% | +58.8% | +529.6% | +454.1% |
| All | +14,226.8% | +5,179.2% | +9,047.6% | +3,480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling