+1,707.5%
AMAT vs BSX
+85.2%
+1,622.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | -7.0% | +14.0% | +10.7% |
| 30D | -10.1% | -10.9% | +0.8% | -5.2% |
| 3M | -6.0% | -8.2% | +2.2% | -3.9% |
| 6M | +38.6% | -37.5% | +76.1% | +73.2% |
| YTD | +83.1% | -52.8% | +135.9% | +167.5% |
| 1Y | +188.3% | -58.4% | +246.7% | +353.1% |
| 3Y | +225.3% | -16.5% | +241.9% | +219.6% |
| 5Y | +262.0% | -1.0% | +263.0% | +212.3% |
| 10Y | +1,707.5% | +91.2% | +1,616.2% | +955.3% |
| All | +1,707.5% | +85.2% | +1,622.3% | +955.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling