-2.8%
BSX vs NTRS
+93.2%
-96.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | -10.1% | +1.4% | -11.5% | -10.4% |
| 30D | -16.4% | -0.7% | -15.8% | -16.3% |
| 3M | -8.9% | +11.3% | -20.2% | -11.2% |
| 6M | -38.3% | +35.5% | -73.8% | -42.8% |
| YTD | -54.9% | +40.6% | -95.5% | -58.8% |
| 1Y | -58.8% | +49.2% | -108.0% | -63.1% |
| 3Y | -21.2% | +167.2% | -188.4% | -40.9% |
| All | -2.8% | +93.2% | -96.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling