+164.9%
ASML vs BSX
-11.1%
+176.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.9% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | +2.2% | +0.1% | +2.1% | +2.1% |
| 3M | -2.3% | -2.1% | -0.1% | -1.7% |
| 6M | +23.0% | -33.8% | +56.8% | +37.7% |
| YTD | +61.1% | -49.9% | +110.9% | +97.6% |
| 1Y | +129.1% | -55.4% | +184.6% | +197.6% |
| All | +164.9% | -11.1% | +176.1% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling