+70.5%
BSX vs NTR
+98.7%
-28.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.7% | -3.6% |
| 7D | -8.2% | -2.5% | -5.7% | -7.7% |
| 30D | -15.8% | +17.0% | -32.8% | -18.9% |
| 3M | -10.8% | +22.2% | -33.0% | -15.2% |
| 6M | -38.4% | +5.2% | -43.6% | -39.7% |
| YTD | -54.8% | +29.7% | -84.5% | -58.3% |
| 1Y | -59.0% | +39.4% | -98.4% | -63.1% |
| 3Y | -20.0% | +38.2% | -58.2% | -29.0% |
| 5Y | -3.1% | +47.6% | -50.7% | -23.9% |
| All | +70.5% | +98.7% | -28.2% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling