+70.9%
NVT vs BDX
+27.3%
+43.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.2% |
| 7D | +5.1% | -2.5% | +7.6% | +4.5% |
| 30D | -3.7% | +8.3% | -12.0% | -1.9% |
| 3M | -10.1% | +24.4% | -34.5% | -5.9% |
| 6M | +37.5% | +9.2% | +28.3% | +46.1% |
| YTD | +53.7% | +22.7% | +31.0% | +62.6% |
| 1Y | +70.9% | +25.9% | +45.0% | +84.2% |
| All | +70.9% | +27.3% | +43.6% | +84.2% |
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