+180.5%
NXT vs BDX
-2.4%
+182.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.3% |
| 7D | +2.9% | -4.3% | +7.2% | +3.1% |
| 30D | -17.2% | +1.3% | -18.5% | -17.3% |
| 3M | -32.0% | +20.2% | -52.2% | -33.2% |
| 6M | -15.8% | +8.6% | -24.4% | -15.7% |
| YTD | -1.9% | +19.0% | -20.9% | -3.2% |
| 1Y | +22.5% | +21.2% | +1.3% | +20.6% |
| 3Y | +100.5% | -9.7% | +110.2% | +108.9% |
| All | +180.5% | -2.4% | +182.9% | +188.9% |
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