+196.2%
ON vs BDX
+1,283.1%
-1,086.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.4% | -2.9% |
| 7D | -2.2% | -4.3% | +2.1% | 0.0% |
| 30D | -12.4% | +1.3% | -13.7% | -13.1% |
| 3M | -41.2% | +20.2% | -61.5% | -47.6% |
| 6M | +25.0% | +8.6% | +16.4% | +16.6% |
| YTD | +31.3% | +19.0% | +12.3% | +16.6% |
| 1Y | +45.4% | +21.2% | +24.2% | +27.6% |
| 3Y | -27.4% | -9.7% | -17.7% | -27.1% |
| 5Y | +58.5% | -3.4% | +61.9% | +50.5% |
| 10Y | +561.8% | +53.9% | +508.0% | +367.0% |
| All | +196.2% | +1,283.1% | -1,086.9% | -12.1% |
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