-21.0%
BSX vs NTAP
+144.6%
-165.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -8.2% | -1.0% | -7.2% | -8.2% |
| 30D | -15.8% | -7.5% | -8.3% | -15.5% |
| 3M | -10.8% | +14.6% | -25.5% | -11.4% |
| 6M | -38.4% | +91.0% | -129.4% | -41.3% |
| YTD | -54.8% | +73.7% | -128.5% | -56.5% |
| 1Y | -59.0% | +51.2% | -110.3% | -59.8% |
| All | -21.0% | +144.6% | -165.6% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling