+15.0%
BSX vs ONTO
+658.6%
-643.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.3% | +1.0% |
| 7D | +2.0% | -1.0% | +3.1% | +2.2% |
| 30D | +0.1% | -2.9% | +3.0% | 0.0% |
| 3M | -2.1% | -2.5% | +0.3% | -4.4% |
| 6M | -33.8% | +28.2% | -62.0% | -38.7% |
| YTD | -49.9% | +69.8% | -119.6% | -55.9% |
| 1Y | -55.4% | +162.9% | -218.3% | -64.1% |
| 3Y | -10.9% | +95.9% | -106.8% | -30.4% |
| 5Y | +6.4% | +244.5% | -238.1% | -32.1% |
| All | +15.0% | +658.6% | -643.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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