+50.8%
BSX vs NVT
+731.8%
-681.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -1.5% |
| 7D | -10.1% | +4.1% | -14.2% | -11.2% |
| 30D | -16.4% | -5.1% | -11.3% | -15.5% |
| 3M | -8.9% | -1.2% | -7.7% | -10.0% |
| 6M | -38.3% | +46.6% | -84.9% | -46.7% |
| YTD | -54.9% | +60.0% | -114.9% | -62.4% |
| 1Y | -58.8% | +70.8% | -129.6% | -66.7% |
| 3Y | -21.2% | +187.5% | -208.8% | -50.2% |
| 5Y | -3.3% | +426.1% | -429.5% | -53.8% |
| All | +50.8% | +731.8% | -681.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling