+289.1%
SN vs BDX
-13.9%
+303.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -7.3% | -3.2% | -4.1% | -6.0% |
| 30D | -13.6% | -2.5% | -11.1% | -12.8% |
| 3M | +18.6% | +21.4% | -2.8% | +8.5% |
| 6M | +46.0% | +10.4% | +35.6% | +39.3% |
| YTD | +43.7% | +18.8% | +24.9% | +32.8% |
| 1Y | +39.2% | +21.7% | +17.5% | +27.2% |
| 3Y | +306.5% | -10.0% | +316.4% | +315.3% |
| All | +289.1% | -13.9% | +303.0% | +324.4% |
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