+911.5%
BE vs BSX
+48.1%
+863.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.5% | +6.3% |
| 7D | +20.0% | +2.0% | +17.9% | +18.3% |
| 30D | +7.9% | +0.1% | +7.8% | +7.2% |
| 3M | -13.2% | -2.1% | -11.1% | -14.1% |
| 6M | +53.5% | -33.8% | +87.3% | +94.2% |
| YTD | +191.0% | -49.9% | +240.9% | +341.3% |
| 1Y | +360.5% | -55.4% | +416.0% | +643.9% |
| 3Y | +1,568.0% | -10.9% | +1,578.9% | +1,410.1% |
| 5Y | +1,055.2% | +6.4% | +1,048.8% | +790.5% |
| All | +911.5% | +48.1% | +863.4% | +536.3% |
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 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