+629.3%
ON vs BDX
+59.3%
+570.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.2% |
| 7D | +2.4% | -3.2% | +5.5% | +3.8% |
| 30D | -8.6% | -2.5% | -6.1% | -7.7% |
| 3M | -34.3% | +21.4% | -55.8% | -40.6% |
| 6M | +28.5% | +10.4% | +18.1% | +21.0% |
| YTD | +40.6% | +18.8% | +21.8% | +27.6% |
| 1Y | +55.3% | +21.7% | +33.6% | +39.1% |
| 3Y | -22.2% | -10.0% | -12.2% | -21.0% |
| 5Y | +62.4% | -1.8% | +64.2% | +55.0% |
| All | +629.3% | +59.3% | +570.0% | +477.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling