+81.0%
BSX vs NRG
+1,083.9%
-1,003.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -10.1% | -4.7% | -5.4% | -9.2% |
| 30D | -16.4% | -6.0% | -10.4% | -15.4% |
| 3M | -8.9% | -8.0% | -0.9% | -8.4% |
| 6M | -38.3% | -23.2% | -15.1% | -35.7% |
| YTD | -54.9% | -28.1% | -26.9% | -52.5% |
| 1Y | -58.8% | -27.3% | -31.5% | -57.1% |
| 3Y | -21.2% | +208.7% | -229.9% | -45.9% |
| 5Y | -3.3% | +197.7% | -201.0% | -34.5% |
| All | +81.0% | +1,083.9% | -1,003.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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