-58.8%
BSX vs NWSA
+3.0%
-61.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | -2.8% | -7.3% | -9.5% |
| 30D | -16.4% | +3.0% | -19.4% | -17.1% |
| 3M | -8.9% | +12.3% | -21.2% | -11.7% |
| 6M | -38.3% | +21.9% | -60.1% | -41.2% |
| YTD | -54.9% | +13.6% | -68.5% | -56.5% |
| 1Y | -58.8% | +0.5% | -59.3% | -60.5% |
| All | -58.8% | +3.0% | -61.8% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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