-21.2%
BSX vs NVDL
+625.2%
-646.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -10.1% | -10.3% | +0.2% | -9.7% |
| 30D | -16.4% | -7.1% | -9.3% | -16.2% |
| 3M | -8.9% | +6.6% | -15.5% | -9.4% |
| 6M | -38.3% | +21.1% | -59.3% | -39.3% |
| YTD | -54.9% | +15.2% | -70.1% | -55.7% |
| 1Y | -58.8% | +18.8% | -77.6% | -59.8% |
| 3Y | -21.2% | +649.9% | -671.1% | -32.7% |
| All | -21.2% | +625.2% | -646.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 3y: compounded portfolio wealth divided by compounded NVDL 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…
3y analysis · Full analysis span regression · 6 months rolling