+1.1%
BSX vs NVTS
-14.2%
+15.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -5.9% |
| 7D | -6.4% | +9.7% | -16.1% | -6.6% |
| 30D | -8.8% | -13.6% | +4.8% | -8.5% |
| 3M | -7.6% | -51.0% | +43.3% | -6.4% |
| 6M | -37.0% | +46.3% | -83.3% | -38.1% |
| YTD | -52.8% | +68.1% | -120.9% | -53.9% |
| 1Y | -58.4% | +113.9% | -172.3% | -59.9% |
| 3Y | -16.5% | +45.3% | -61.8% | -19.5% |
| All | +1.1% | -14.2% | +15.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 all: compounded portfolio wealth divided by compounded NVTS 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…
all analysis · Full analysis span regression · 6 months rolling