-3.1%
BSX vs NOC
+57.3%
-60.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -8.2% | -1.8% | -6.4% | -8.0% |
| 30D | -15.8% | -9.4% | -6.4% | -14.6% |
| 3M | -10.8% | -3.8% | -7.0% | -10.4% |
| 6M | -38.4% | -28.8% | -9.6% | -35.8% |
| YTD | -54.8% | -7.9% | -46.9% | -54.3% |
| 1Y | -59.0% | -9.0% | -50.0% | -58.5% |
| 3Y | -20.0% | +29.1% | -49.1% | -23.4% |
| 5Y | -3.1% | +58.9% | -62.0% | -12.4% |
| All | -3.1% | +57.3% | -60.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling