-17.6%
BSX vs BN
+71.3%
-88.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | -7.0% | -3.0% | -4.1% | -6.4% |
| 30D | -10.9% | -13.0% | +2.1% | -8.1% |
| 3M | -8.2% | -15.2% | +7.1% | -4.9% |
| 6M | -37.5% | -5.9% | -31.6% | -36.7% |
| YTD | -52.8% | -15.8% | -37.1% | -51.5% |
| 1Y | -58.4% | -12.2% | -46.2% | -57.8% |
| All | -17.6% | +71.3% | -88.9% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling