-4.5%
BSX vs ONON
-22.6%
+18.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -10.1% | -2.1% | -8.0% | -9.9% |
| 30D | -16.4% | -11.6% | -4.8% | -15.4% |
| 3M | -8.9% | -30.1% | +21.2% | -6.1% |
| 6M | -38.3% | -30.5% | -7.8% | -36.6% |
| YTD | -54.9% | -41.0% | -13.9% | -53.0% |
| 1Y | -58.8% | -36.7% | -22.1% | -57.5% |
| 3Y | -21.2% | -8.6% | -12.6% | -22.5% |
| All | -4.5% | -22.6% | +18.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 5y: compounded portfolio wealth divided by compounded ONON 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…
5y analysis · Full analysis span regression · 6 months rolling