-17.6%
BSX vs ON
-28.4%
+10.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -7.0% | -1.9% | -5.2% | -7.0% |
| 30D | -10.9% | -11.0% | +0.1% | -10.5% |
| 3M | -8.2% | -39.3% | +31.2% | -6.6% |
| 6M | -37.5% | +19.8% | -57.3% | -39.5% |
| YTD | -52.8% | +31.1% | -83.9% | -54.8% |
| 1Y | -58.4% | +46.0% | -104.4% | -60.5% |
| All | -17.6% | -28.4% | +10.8% | -21.3% |
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 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