-2.8%
BSX vs NSC
+42.7%
-45.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -10.1% | -2.8% | -7.3% | -9.4% |
| 30D | -16.4% | -4.5% | -11.9% | -15.4% |
| 3M | -8.9% | +3.5% | -12.4% | -9.8% |
| 6M | -38.3% | +8.5% | -46.8% | -39.8% |
| YTD | -54.9% | +12.3% | -67.3% | -56.6% |
| 1Y | -58.8% | +18.9% | -77.8% | -61.0% |
| 3Y | -21.2% | +74.1% | -95.4% | -36.0% |
| All | -2.8% | +42.7% | -45.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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