+61.4%
AMAT vs BSX
-53.7%
+115.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -2.3% |
| 7D | -11.2% | +8.0% | -19.2% | -9.9% |
| 30D | -31.9% | +8.1% | -39.9% | -30.9% |
| 3M | -32.3% | -6.7% | -25.7% | -32.3% |
| 6M | -5.4% | -19.4% | +14.0% | -1.9% |
| YTD | +44.3% | -51.9% | +96.2% | +61.1% |
| 1Y | +61.4% | -53.6% | +115.0% | +81.3% |
| All | +61.4% | -53.7% | +115.1% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling