+1,370.8%
AMAT vs BSX
+102.6%
+1,268.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | -2.5% | +2.8% | -5.2% | -3.8% |
| 30D | -26.5% | +4.6% | -31.1% | -28.8% |
| 3M | -28.6% | -11.4% | -17.2% | -25.4% |
| 6M | -14.2% | -17.1% | +2.9% | -9.4% |
| YTD | +45.5% | -53.1% | +98.6% | +110.7% |
| 1Y | +59.3% | -55.7% | +115.0% | +138.5% |
| 3Y | +153.1% | -13.3% | +166.4% | +140.2% |
| 5Y | +158.2% | +5.3% | +152.9% | +111.2% |
| 10Y | +1,370.8% | +104.3% | +1,266.5% | +743.0% |
| All | +1,370.8% | +102.6% | +1,268.2% | +743.0% |
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