+222.5%
BSX vs ON
+185.7%
+36.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.8% |
| 7D | +3.7% | +12.2% | -8.5% | +2.1% |
| 30D | +3.1% | -3.1% | +6.3% | +3.3% |
| 3M | -14.2% | -12.9% | -1.3% | -13.2% |
| 6M | -16.4% | -38.6% | +22.2% | -12.8% |
| YTD | -53.5% | +31.2% | -84.7% | -56.7% |
| 1Y | -57.8% | +47.6% | -105.4% | -61.3% |
| 3Y | -17.4% | +6.6% | -24.1% | -23.9% |
| 5Y | +5.4% | +21.3% | -15.9% | -7.8% |
| 10Y | +106.2% | +533.3% | -427.1% | +37.6% |
| All | +222.5% | +185.7% | +36.8% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling