+903.9%
BSX vs NYT
+624.3%
+279.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | -16.4% | +4.6% | -21.0% | -17.3% |
| 3M | -8.9% | -9.6% | +0.7% | -7.1% |
| 6M | -38.3% | -14.0% | -24.3% | -36.5% |
| YTD | -54.9% | -2.8% | -52.1% | -54.8% |
| 1Y | -58.8% | +15.6% | -74.4% | -60.3% |
| 3Y | -21.2% | +56.3% | -77.5% | -30.1% |
| 5Y | -3.3% | +39.5% | -42.8% | -14.0% |
| 10Y | +82.8% | +488.0% | -405.2% | +13.7% |
| All | +903.9% | +624.3% | +279.6% | +390.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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