+247.2%
AMAT vs BSX
+7.0%
+240.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.7% |
| 7D | -1.5% | +2.0% | -3.6% | -2.2% |
| 30D | -14.8% | +0.1% | -14.9% | -15.2% |
| 3M | -9.3% | -2.1% | -7.1% | -9.3% |
| 6M | +27.4% | -33.8% | +61.2% | +51.5% |
| YTD | +77.6% | -49.9% | +127.4% | +142.9% |
| 1Y | +188.9% | -55.4% | +244.4% | +323.0% |
| 3Y | +202.3% | -10.9% | +213.1% | +177.5% |
| All | +247.2% | +7.0% | +240.2% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling