+81.0%
BSX vs NOC
+192.5%
-111.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -10.1% | +0.8% | -10.9% | -10.3% |
| 30D | -16.4% | -9.7% | -6.7% | -14.0% |
| 3M | -8.9% | -5.6% | -3.2% | -7.6% |
| 6M | -38.3% | -28.6% | -9.7% | -32.3% |
| YTD | -54.9% | -7.9% | -47.0% | -54.2% |
| 1Y | -58.8% | -9.5% | -49.3% | -58.0% |
| 3Y | -21.2% | +28.4% | -49.6% | -29.6% |
| 5Y | -3.3% | +59.0% | -62.3% | -23.5% |
| All | +81.0% | +192.5% | -111.5% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling