-5.8%
BSX vs NXT
+213.5%
-219.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +3.7% | -9.4% | +13.1% | +4.0% |
| 30D | +3.1% | +15.1% | -12.0% | +2.7% |
| 3M | -14.2% | -9.1% | -5.1% | -14.1% |
| 6M | -16.4% | -30.3% | +13.9% | -15.9% |
| YTD | -53.5% | +9.1% | -62.6% | -54.1% |
| 1Y | -57.8% | +7.9% | -65.6% | -58.3% |
| 3Y | -17.4% | +176.5% | -193.9% | -24.3% |
| All | -5.8% | +213.5% | -219.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling