-9.4%
NVTS vs BDX
+4.9%
-14.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.6% |
| 7D | +3.5% | -3.6% | +7.0% | +4.4% |
| 30D | -11.9% | +0.7% | -12.6% | -12.2% |
| 3M | -49.2% | +19.0% | -68.2% | -52.1% |
| 6M | +38.4% | +10.8% | +27.6% | +34.1% |
| YTD | +62.5% | +20.1% | +42.3% | +51.7% |
| 1Y | +101.4% | +23.1% | +78.3% | +85.7% |
| 3Y | +40.4% | -8.8% | +49.3% | +43.3% |
| All | -9.4% | +4.9% | -14.3% | -7.2% |
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 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