+3.6%
NVT vs BDX
+54.0%
-50.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +5.6% | -18.3% | -10.1% |
| 7D | -19.5% | +7.2% | -26.7% | -16.5% |
| 30D | -32.4% | +15.8% | -48.2% | -27.8% |
| 3M | -30.3% | +23.7% | -54.0% | -24.2% |
| 6M | -30.4% | +44.8% | -75.3% | -21.9% |
| YTD | +11.3% | +39.8% | -28.4% | +26.5% |
| 1Y | +3.6% | +52.3% | -48.8% | +19.3% |
| All | +3.6% | +54.0% | -50.4% | +19.3% |
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