+81.0%
BSX vs ON
+655.4%
-574.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | -1.7% |
| 7D | -10.1% | +2.4% | -12.4% | -10.5% |
| 30D | -16.4% | -8.6% | -7.8% | -15.2% |
| 3M | -8.9% | -34.3% | +25.5% | -3.9% |
| 6M | -38.3% | +28.5% | -66.8% | -43.2% |
| YTD | -54.9% | +40.6% | -95.5% | -59.5% |
| 1Y | -58.8% | +55.3% | -114.1% | -63.9% |
| 3Y | -21.2% | -22.2% | +1.0% | -25.2% |
| 5Y | -3.3% | +62.4% | -65.7% | -27.9% |
| All | +81.0% | +655.4% | -574.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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