+1,504.8%
ASML vs BSX
+100.3%
+1,404.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +4.9% |
| 7D | -0.8% | -0.7% | -0.2% | -0.7% |
| 30D | -14.9% | +3.0% | -17.9% | -16.7% |
| 3M | -13.0% | -10.7% | -2.2% | -9.6% |
| 6M | -4.7% | -18.4% | +13.7% | +1.7% |
| YTD | +42.3% | -53.8% | +96.1% | +100.4% |
| 1Y | +49.7% | -56.0% | +105.7% | +115.9% |
| 3Y | +144.3% | -14.4% | +158.7% | +134.9% |
| 5Y | +86.4% | +2.9% | +83.5% | +59.0% |
| 10Y | +1,504.8% | +101.6% | +1,403.3% | +880.0% |
| All | +1,504.8% | +100.3% | +1,404.6% | +880.0% |
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