+26.2%
BAC vs BSX
-59.2%
+85.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | 0.0% | -10.1% | +10.1% | +0.4% |
| 30D | -2.8% | -16.4% | +13.6% | -2.2% |
| 3M | +14.2% | -8.9% | +23.1% | +14.5% |
| 6M | +30.5% | -38.3% | +68.8% | +30.0% |
| YTD | +15.8% | -54.9% | +70.7% | +14.9% |
| 1Y | +26.2% | -58.8% | +85.0% | +23.3% |
| All | +26.2% | -59.2% | +85.4% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling