-3.1%
BSX vs BN
+30.5%
-33.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -8.2% | -5.9% | -2.3% | -6.6% |
| 30D | -15.8% | -15.1% | -0.7% | -11.9% |
| 3M | -10.8% | -14.6% | +3.7% | -6.9% |
| 6M | -38.4% | -8.4% | -30.0% | -37.1% |
| YTD | -54.8% | -16.8% | -38.0% | -52.9% |
| 1Y | -59.0% | -14.4% | -44.7% | -57.9% |
| 3Y | -20.0% | +70.1% | -90.1% | -35.1% |
| 5Y | -3.1% | +33.5% | -36.6% | -14.2% |
| All | -3.1% | +30.5% | -33.6% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling