+70.0%
BSX vs NTR
+97.9%
-27.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.1% | -1.3% | -8.8% | -9.8% |
| 30D | -16.4% | +16.8% | -33.2% | -19.4% |
| 3M | -8.9% | +20.7% | -29.6% | -13.1% |
| 6M | -38.3% | +0.5% | -38.8% | -38.9% |
| YTD | -54.9% | +29.2% | -84.1% | -58.4% |
| 1Y | -58.8% | +39.6% | -98.4% | -62.9% |
| 3Y | -21.2% | +37.9% | -59.1% | -30.1% |
| 5Y | -3.3% | +47.1% | -50.4% | -24.0% |
| All | +70.0% | +97.9% | -27.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling