+337.5%
AMD vs BSX
+7.0%
+330.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +3.8% |
| 7D | +2.6% | +2.0% | +0.5% | +1.5% |
| 30D | -0.9% | +0.1% | -1.1% | -1.3% |
| 3M | -8.7% | -2.1% | -6.6% | -8.7% |
| 6M | +136.3% | -33.8% | +170.1% | +196.4% |
| YTD | +123.0% | -49.9% | +172.9% | +241.3% |
| 1Y | +195.2% | -55.4% | +250.6% | +392.0% |
| 3Y | +336.3% | -10.9% | +347.2% | +314.3% |
| All | +337.5% | +7.0% | +330.5% | +242.8% |
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