+3,847.4%
ANET vs BSX
+83.9%
+3,763.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +3.0% | -10.1% | +13.1% | +8.1% |
| 30D | -5.2% | -16.4% | +11.2% | +2.6% |
| 3M | +27.6% | -8.9% | +36.5% | +31.2% |
| 6M | +44.4% | -38.3% | +82.7% | +78.3% |
| YTD | +52.3% | -54.9% | +107.2% | +119.2% |
| 1Y | +30.4% | -58.8% | +89.2% | +96.4% |
| 3Y | +313.3% | -21.2% | +334.5% | +332.3% |
| 5Y | +810.0% | -3.3% | +813.3% | +735.8% |
| All | +3,847.4% | +83.9% | +3,763.5% | +2,566.9% |
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