-2.8%
BSX vs NUE
+146.6%
-149.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.5% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | -16.4% | -4.6% | -11.9% | -15.9% |
| 3M | -8.9% | -0.3% | -8.6% | -9.0% |
| 6M | -38.3% | +51.9% | -90.2% | -42.2% |
| YTD | -54.9% | +60.0% | -114.9% | -58.3% |
| 1Y | -58.8% | +82.9% | -141.7% | -62.8% |
| 3Y | -21.2% | +66.0% | -87.2% | -29.7% |
| All | -2.8% | +146.6% | -149.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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