+43.0%
SN vs BDX
+27.3%
+15.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -9.3% | -2.5% | -6.8% | -8.3% |
| 30D | -4.8% | +8.3% | -13.0% | -8.3% |
| 3M | +40.4% | +24.4% | +16.0% | +26.1% |
| 6M | +50.9% | +9.2% | +41.8% | +44.6% |
| YTD | +54.9% | +22.7% | +32.2% | +42.1% |
| 1Y | +43.0% | +25.9% | +17.2% | +28.8% |
| All | +43.0% | +27.3% | +15.7% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling