+71,416.1%
AMAT vs BSX
+905.9%
+70,510.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.5% | +5.3% |
| 7D | -14.7% | +1.8% | -16.5% | -15.3% |
| 30D | -36.1% | +2.8% | -38.9% | -36.9% |
| 3M | -36.9% | -13.3% | -23.6% | -35.0% |
| 6M | -22.2% | -23.7% | +1.5% | -18.3% |
| YTD | +29.9% | -55.2% | +85.1% | +56.7% |
| 1Y | +43.3% | -56.8% | +100.1% | +74.4% |
| 3Y | +142.7% | -19.0% | +161.7% | +148.1% |
| 5Y | +126.2% | -0.9% | +127.2% | +119.0% |
| 10Y | +1,211.7% | +98.3% | +1,113.5% | +981.0% |
| All | +71,416.1% | +905.9% | +70,510.2% | +37,568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling