+19.6%
BSX vs NRG
+1,510.3%
-1,490.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -10.1% | -4.7% | -5.4% | -8.9% |
| 30D | -16.4% | -6.0% | -10.4% | -15.2% |
| 3M | -8.9% | -8.0% | -0.9% | -8.2% |
| 6M | -38.3% | -23.2% | -15.1% | -35.1% |
| YTD | -54.9% | -28.1% | -26.9% | -52.0% |
| 1Y | -58.8% | -27.3% | -31.5% | -56.7% |
| 3Y | -21.2% | +208.7% | -229.9% | -48.7% |
| 5Y | -3.3% | +197.7% | -201.0% | -38.0% |
| 10Y | +82.8% | +1,103.3% | -1,020.5% | -28.5% |
| All | +19.6% | +1,510.3% | -1,490.6% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling