+950.7%
BAC vs BSX
+943.3%
+7.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.2% | +3.7% | -0.5% | +2.1% |
| 30D | -0.7% | +3.1% | -3.8% | -1.9% |
| 3M | -20.0% | -14.2% | -5.8% | -16.7% |
| 6M | +3.4% | -16.4% | +19.9% | +7.8% |
| YTD | -5.7% | -53.5% | +47.7% | +15.6% |
| 1Y | -1.4% | -57.8% | +56.3% | +24.4% |
| 3Y | +97.9% | -17.4% | +115.4% | +102.0% |
| 5Y | +22.9% | +5.4% | +17.5% | +15.5% |
| 10Y | +235.3% | +106.2% | +129.1% | +158.5% |
| All | +950.7% | +943.3% | +7.4% | +432.4% |
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