+950.6%
BSX vs NSC
+3,167.0%
-2,216.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.7% |
| 7D | -6.4% | -1.5% | -4.9% | -6.0% |
| 30D | -8.8% | -1.9% | -6.9% | -8.2% |
| 3M | -7.6% | +6.2% | -13.9% | -9.6% |
| 6M | -37.0% | +9.2% | -46.1% | -39.0% |
| YTD | -52.8% | +15.0% | -67.9% | -55.4% |
| 1Y | -58.4% | +21.1% | -79.5% | -61.3% |
| 3Y | -16.5% | +78.6% | -95.1% | -33.5% |
| 5Y | -1.2% | +45.9% | -47.1% | -16.6% |
| 10Y | +83.7% | +326.9% | -243.1% | +7.3% |
| All | +950.6% | +3,167.0% | -2,216.4% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling