+136.4%
BAC vs BSX
-16.8%
+153.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +0.6% | -7.0% | +7.7% | +2.0% |
| 30D | -1.4% | -10.9% | +9.5% | +0.7% |
| 3M | +15.7% | -8.2% | +23.9% | +17.3% |
| 6M | +32.2% | -37.5% | +69.7% | +44.8% |
| YTD | +15.8% | -52.8% | +68.6% | +36.0% |
| 1Y | +27.3% | -58.4% | +85.7% | +57.2% |
| All | +136.4% | -16.8% | +153.3% | +142.6% |
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