+1,190.8%
BAC vs BSX
+1,024.7%
+166.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | +1.1% | +2.0% | -1.0% | +0.4% |
| 30D | -0.4% | +0.1% | -0.5% | -0.6% |
| 3M | +16.9% | -2.1% | +19.1% | +17.1% |
| 6M | +26.6% | -33.8% | +60.4% | +41.5% |
| YTD | +15.8% | -49.9% | +65.7% | +39.5% |
| 1Y | +27.2% | -55.4% | +82.6% | +58.6% |
| 3Y | +132.4% | -10.9% | +143.3% | +132.6% |
| 5Y | +72.6% | +6.4% | +66.2% | +62.5% |
| 10Y | +389.7% | +97.0% | +292.7% | +283.1% |
| All | +1,190.8% | +1,024.7% | +166.1% | +542.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling