-17.4%
BSX vs ON
+7.1%
-24.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.5% |
| 7D | +3.7% | +12.2% | -8.5% | +3.2% |
| 30D | +3.1% | -3.1% | +6.3% | +3.1% |
| 3M | -14.2% | -12.9% | -1.3% | -13.9% |
| 6M | -16.4% | -38.6% | +22.2% | -15.3% |
| YTD | -53.5% | +31.2% | -84.7% | -55.7% |
| 1Y | -57.8% | +47.6% | -105.4% | -60.2% |
| 3Y | -17.4% | +6.6% | -24.1% | -23.5% |
| All | -17.4% | +7.1% | -24.5% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling