-58.8%
BSX vs NTR
+39.1%
-97.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -10.1% | -1.3% | -8.8% | -10.2% |
| 30D | -16.4% | +16.8% | -33.2% | -15.3% |
| 3M | -8.9% | +20.7% | -29.6% | -7.6% |
| 6M | -38.3% | +0.5% | -38.8% | -38.1% |
| YTD | -54.9% | +29.2% | -84.1% | -55.1% |
| 1Y | -58.8% | +39.6% | -98.4% | -59.7% |
| All | -58.8% | +39.1% | -97.9% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling