-10.8%
NVTS vs BDX
+54.0%
-64.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.6% | +3.4% | +11.1% |
| 7D | -0.3% | +7.2% | -7.5% | +2.3% |
| 30D | -24.4% | +15.8% | -40.2% | -19.5% |
| 3M | -26.5% | +23.7% | -50.2% | -19.2% |
| 6M | -41.4% | +44.8% | -86.2% | -32.7% |
| YTD | +30.7% | +39.8% | -9.1% | +48.7% |
| 1Y | -10.8% | +52.3% | -63.1% | -2.4% |
| All | -10.8% | +54.0% | -64.8% | -2.4% |
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 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