+108.6%
ASML vs BSX
+7.0%
+101.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.5% |
| 7D | +1.1% | +2.0% | -0.9% | +0.3% |
| 30D | +2.2% | +0.1% | +2.1% | +1.9% |
| 3M | -2.3% | -2.1% | -0.1% | -2.1% |
| 6M | +23.0% | -33.8% | +56.8% | +46.7% |
| YTD | +61.1% | -49.9% | +110.9% | +120.7% |
| 1Y | +129.1% | -55.4% | +184.6% | +237.0% |
| 3Y | +165.4% | -10.9% | +176.2% | +133.4% |
| All | +108.6% | +7.0% | +101.5% | +56.9% |
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 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