+75.5%
ASML vs BSX
-1.3%
+76.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.2% | +9.3% | +6.4% |
| 7D | -9.0% | +1.8% | -10.8% | -9.8% |
| 30D | -21.0% | +2.8% | -23.8% | -22.3% |
| 3M | -16.3% | -13.3% | -3.0% | -12.9% |
| 6M | -7.5% | -23.7% | +16.1% | +0.6% |
| YTD | +34.0% | -55.2% | +89.2% | +88.7% |
| 1Y | +39.3% | -56.8% | +96.1% | +100.1% |
| 3Y | +128.9% | -19.0% | +147.9% | +105.4% |
| All | +75.5% | -1.3% | +76.7% | +27.2% |
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