-55.4%
BSX vs NVS
+27.7%
-83.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.3% |
| 7D | +2.0% | +4.0% | -2.0% | +1.0% |
| 30D | +0.1% | +3.6% | -3.5% | -0.6% |
| 3M | -2.1% | +7.8% | -10.0% | -3.7% |
| 6M | -33.8% | -0.2% | -33.6% | -34.1% |
| YTD | -49.9% | +19.6% | -69.4% | -52.3% |
| 1Y | -55.4% | +28.4% | -83.8% | -58.7% |
| All | -55.4% | +27.7% | -83.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling