+194.3%
NOK vs BSX
-20.5%
+214.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.8% |
| 7D | +11.0% | -10.1% | +21.1% | +10.9% |
| 30D | +7.8% | -16.4% | +24.3% | +7.8% |
| 3M | -21.0% | -8.9% | -12.1% | -20.6% |
| 6M | +40.9% | -38.3% | +79.2% | +46.1% |
| YTD | +72.0% | -54.9% | +126.9% | +86.0% |
| 1Y | +140.9% | -58.8% | +199.7% | +165.6% |
| 3Y | +194.3% | -21.2% | +215.5% | +163.2% |
| All | +194.3% | -20.5% | +214.8% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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