-9.1%
NVTS vs BDX
+3.8%
-12.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | -1.4% | -3.2% | +1.7% | -0.7% |
| 30D | -16.5% | -2.5% | -14.0% | -16.0% |
| 3M | -47.6% | +21.4% | -69.0% | -51.0% |
| 6M | +7.3% | +10.4% | -3.1% | +3.9% |
| YTD | +62.9% | +18.8% | +44.0% | +52.5% |
| 1Y | +91.3% | +21.7% | +69.6% | +76.8% |
| 3Y | +43.4% | -10.0% | +53.4% | +46.8% |
| All | -9.1% | +3.8% | -12.9% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling