-38.4%
BSX vs NRG
-28.0%
-10.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.9% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -15.8% | -6.8% | -9.0% | -15.4% |
| 3M | -10.8% | -7.1% | -3.7% | -12.5% |
| 6M | -38.4% | -27.6% | -10.8% | -35.9% |
| All | -38.4% | -28.0% | -10.4% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling