+932.4%
BSX vs BN
+20,718.9%
-19,786.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +2.1% | +13.6% | -11.5% | -2.1% |
| 3M | -14.0% | -6.7% | -7.4% | -12.1% |
| 6M | -18.3% | -9.0% | -9.3% | -15.9% |
| YTD | -53.6% | -8.8% | -44.9% | -52.8% |
| 1Y | -57.6% | -10.6% | -46.9% | -56.6% |
| 3Y | -14.3% | +98.8% | -113.0% | -34.5% |
| 5Y | +5.1% | +33.6% | -28.6% | -10.4% |
| 10Y | +105.6% | +298.3% | -192.7% | +21.2% |
| All | +932.4% | +20,718.9% | -19,786.5% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling