+142.1%
BSX vs NTRA
+1,711.9%
-1,569.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -4.0% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | -15.8% | +4.3% | -20.1% | -16.3% |
| 3M | -10.8% | +50.6% | -61.5% | -15.9% |
| 6M | -38.4% | +63.9% | -102.3% | -42.8% |
| YTD | -54.8% | +42.4% | -97.2% | -57.2% |
| 1Y | -59.0% | +92.1% | -151.1% | -62.8% |
| 3Y | -20.0% | +501.7% | -521.7% | -38.1% |
| 5Y | -3.1% | +171.4% | -174.5% | -21.4% |
| 10Y | +83.3% | +3,161.4% | -3,078.1% | +2.3% |
| All | +142.1% | +1,711.9% | -1,569.8% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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