-21.0%
BSX vs NEM
+241.5%
-262.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -4.0% |
| 7D | -8.2% | -3.3% | -4.9% | -7.9% |
| 30D | -15.8% | +7.8% | -23.6% | -16.4% |
| 3M | -10.8% | +36.3% | -47.1% | -13.3% |
| 6M | -38.4% | +6.6% | -45.0% | -38.9% |
| YTD | -54.8% | +27.1% | -81.9% | -56.1% |
| 1Y | -59.0% | +62.3% | -121.4% | -61.6% |
| All | -21.0% | +241.5% | -262.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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