+49.6%
ON vs BDX
-3.5%
+53.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.6% |
| 7D | -4.7% | -5.4% | +0.7% | -3.1% |
| 30D | -13.5% | -2.2% | -11.3% | -13.0% |
| 3M | -36.3% | +20.1% | -56.4% | -40.9% |
| 6M | +17.8% | +9.1% | +8.7% | +13.6% |
| YTD | +29.6% | +17.9% | +11.7% | +20.7% |
| 1Y | +45.8% | +22.1% | +23.7% | +33.6% |
| 3Y | -28.3% | -10.5% | -17.8% | -26.6% |
| 5Y | +49.6% | -2.6% | +52.2% | +45.3% |
| All | +49.6% | -3.5% | +53.1% | +45.3% |
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