+353.9%
BSX vs NTAP
+23,420.6%
-23,066.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +0.1% | -0.5% | +0.7% | +0.1% |
| 3M | -2.1% | +4.1% | -6.2% | -3.0% |
| 6M | -33.8% | +88.0% | -121.8% | -40.1% |
| YTD | -49.9% | +75.6% | -125.4% | -54.4% |
| 1Y | -55.4% | +58.9% | -114.4% | -59.0% |
| 3Y | -10.9% | +153.6% | -164.4% | -24.3% |
| 5Y | +6.4% | +127.6% | -121.2% | -8.9% |
| 10Y | +97.0% | +580.4% | -483.3% | +42.5% |
| All | +353.9% | +23,420.6% | -23,066.7% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling