+1,677.3%
NOK vs BSX
+1,265.5%
+411.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.2% |
| 7D | +8.7% | -8.2% | +16.9% | +10.9% |
| 30D | +12.5% | -15.8% | +28.3% | +17.2% |
| 3M | -20.7% | -10.8% | -9.9% | -19.1% |
| 6M | +36.2% | -38.4% | +74.5% | +51.5% |
| YTD | +64.1% | -54.8% | +118.9% | +96.5% |
| 1Y | +132.4% | -59.0% | +191.4% | +184.8% |
| 3Y | +182.9% | -20.0% | +202.9% | +187.1% |
| 5Y | +102.8% | -3.1% | +105.8% | +95.0% |
| 10Y | +126.8% | +83.3% | +43.5% | +81.3% |
| All | +1,677.3% | +1,265.5% | +411.7% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling