-53.6%
BSX vs NOC
-7.1%
-46.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.9% | +6.1% |
| 7D | +8.0% | -5.0% | +13.0% | +8.9% |
| 30D | +8.1% | +10.3% | -2.3% | +5.7% |
| 3M | -6.7% | -4.3% | -2.3% | -6.1% |
| 6M | -19.4% | -6.5% | -12.9% | -19.1% |
| YTD | -51.9% | -6.7% | -45.2% | -49.3% |
| 1Y | -53.6% | -7.5% | -46.2% | -51.0% |
| All | -53.6% | -7.1% | -46.6% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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