+750.3%
NVT vs BDX
+13.5%
+736.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.4% |
| 7D | +4.1% | -3.2% | +7.2% | +5.0% |
| 30D | -5.1% | -2.5% | -2.6% | -4.6% |
| 3M | -1.2% | +21.4% | -22.6% | -8.0% |
| 6M | +46.6% | +10.4% | +36.2% | +40.7% |
| YTD | +60.0% | +18.8% | +41.2% | +49.0% |
| 1Y | +70.8% | +21.7% | +49.1% | +57.2% |
| 3Y | +187.5% | -10.0% | +197.5% | +191.3% |
| 5Y | +426.1% | -1.8% | +428.0% | +405.1% |
| All | +750.3% | +13.5% | +736.7% | +630.1% |
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