+950.6%
BSX vs NEM
+513.6%
+437.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.8% |
| 7D | -6.4% | +3.9% | -10.3% | -6.7% |
| 30D | -8.8% | +12.7% | -21.5% | -9.7% |
| 3M | -7.6% | +28.7% | -36.3% | -9.6% |
| 6M | -37.0% | +9.8% | -46.7% | -37.7% |
| YTD | -52.8% | +28.1% | -80.9% | -54.1% |
| 1Y | -58.4% | +69.3% | -127.8% | -60.5% |
| 3Y | -16.5% | +247.7% | -264.2% | -25.8% |
| 5Y | -1.2% | +153.4% | -154.5% | -10.7% |
| 10Y | +83.7% | +291.3% | -207.5% | +58.9% |
| All | +950.6% | +513.6% | +437.1% | +725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling