+950.6%
BSX vs NOC
+10,119.2%
-9,168.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.1% |
| 7D | -6.4% | -2.7% | -3.8% | -5.6% |
| 30D | -8.8% | -8.9% | +0.1% | -6.0% |
| 3M | -7.6% | -3.7% | -4.0% | -6.7% |
| 6M | -37.0% | -30.8% | -6.2% | -28.8% |
| YTD | -52.8% | -7.9% | -44.9% | -51.9% |
| 1Y | -58.4% | -9.4% | -49.0% | -57.5% |
| 3Y | -16.5% | +29.0% | -45.5% | -26.5% |
| 5Y | -1.2% | +56.1% | -57.2% | -21.1% |
| 10Y | +83.7% | +186.3% | -102.5% | +14.1% |
| All | +950.6% | +10,119.2% | -9,168.5% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling