+309.7%
SN vs BDX
-13.5%
+323.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -3.4% | -4.1% | +0.7% | -1.7% |
| 30D | -9.1% | +0.1% | -9.2% | -9.2% |
| 3M | +31.8% | +18.3% | +13.5% | +21.9% |
| 6M | +52.0% | +10.1% | +41.9% | +45.2% |
| YTD | +51.3% | +19.4% | +31.9% | +39.5% |
| 1Y | +46.9% | +22.3% | +24.5% | +33.9% |
| 3Y | +394.9% | -9.4% | +404.3% | +403.4% |
| All | +309.7% | -13.5% | +323.1% | +345.9% |
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