-58.8%
BSX vs NLY
+12.5%
-71.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -10.1% | -4.0% | -6.1% | -9.6% |
| 30D | -16.4% | -5.2% | -11.2% | -15.8% |
| 3M | -8.9% | +2.8% | -11.7% | -8.7% |
| 6M | -38.3% | +4.2% | -42.5% | -37.8% |
| YTD | -54.9% | +4.7% | -59.6% | -55.6% |
| 1Y | -58.8% | +12.7% | -71.6% | -61.1% |
| All | -58.8% | +12.5% | -71.4% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling