+227.1%
BSX vs ON
+185.7%
+41.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -5.3% |
| 7D | -6.4% | -2.2% | -4.3% | -6.2% |
| 30D | -8.8% | -12.4% | +3.6% | -7.2% |
| 3M | -7.6% | -41.2% | +33.6% | -2.2% |
| 6M | -37.0% | +25.0% | -61.9% | -40.2% |
| YTD | -52.8% | +31.3% | -84.1% | -55.8% |
| 1Y | -58.4% | +45.4% | -103.8% | -61.7% |
| 3Y | -16.5% | -27.4% | +10.9% | -18.8% |
| 5Y | -1.2% | +58.5% | -59.6% | -16.4% |
| 10Y | +83.7% | +561.8% | -478.1% | +22.7% |
| All | +227.1% | +185.7% | +41.4% | +102.9% |
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