-58.8%
BSX vs ON
+57.2%
-116.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | -0.2% |
| 7D | -10.1% | +2.4% | -12.4% | -10.1% |
| 30D | -16.4% | -8.6% | -7.8% | -16.6% |
| 3M | -8.9% | -34.3% | +25.5% | -9.6% |
| 6M | -38.3% | +28.5% | -66.8% | -39.8% |
| YTD | -54.9% | +40.6% | -95.5% | -56.1% |
| 1Y | -58.8% | +55.3% | -114.1% | -60.3% |
| All | -58.8% | +57.2% | -116.0% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling