+449.1%
SN vs BDX
+3.8%
+445.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +3.5% | +2.5% | +1.0% | +2.4% |
| 30D | +19.4% | +13.6% | +5.9% | +13.2% |
| 3M | +20.9% | +18.9% | +2.0% | +12.1% |
| 6M | +111.1% | +51.8% | +59.3% | +75.4% |
| YTD | +102.8% | +43.3% | +59.5% | +72.9% |
| 1Y | +146.2% | +48.0% | +98.2% | +107.2% |
| 3Y | +441.4% | +23.7% | +417.7% | +373.0% |
| All | +449.1% | +3.8% | +445.3% | +452.9% |
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