+1,362.0%
AMAT vs BSX
+105.9%
+1,256.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.6% |
| 7D | +19.3% | -1.0% | +20.3% | +19.9% |
| 30D | -17.9% | +2.1% | -20.0% | -19.4% |
| 3M | -30.4% | -14.0% | -16.4% | -26.2% |
| 6M | -11.4% | -18.3% | +6.9% | -5.6% |
| YTD | +48.8% | -53.6% | +102.4% | +117.0% |
| 1Y | +66.0% | -57.6% | +123.6% | +155.6% |
| 3Y | +158.8% | -14.3% | +173.1% | +146.9% |
| 5Y | +153.2% | +5.1% | +148.1% | +106.9% |
| All | +1,362.0% | +105.9% | +1,256.1% | +696.1% |
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