+82.7%
ASML vs BSX
+5.1%
+77.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +4.9% | +3.7% | +1.2% | +3.7% |
| 30D | -9.3% | +3.1% | -12.4% | -10.7% |
| 3M | -19.0% | -14.2% | -4.8% | -15.1% |
| 6M | -5.2% | -16.4% | +11.2% | -0.3% |
| YTD | +40.6% | -53.5% | +94.1% | +95.9% |
| 1Y | +47.5% | -57.8% | +105.3% | +118.1% |
| 3Y | +133.9% | -17.4% | +151.3% | +110.0% |
| All | +82.7% | +5.1% | +77.6% | +28.5% |
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 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