+91.7%
BKNG vs BSX
-3.6%
+95.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +2.2% |
| 7D | -10.7% | -8.2% | -2.5% | -7.5% |
| 30D | -18.1% | -15.8% | -2.3% | -12.4% |
| 3M | +8.5% | -10.8% | +19.4% | +13.0% |
| 6M | -0.1% | -38.4% | +38.3% | +20.5% |
| YTD | -18.2% | -54.8% | +36.6% | +14.0% |
| 1Y | -19.9% | -59.0% | +39.2% | +18.1% |
| 3Y | +41.6% | -20.0% | +61.6% | +34.4% |
| All | +91.7% | -3.6% | +95.3% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling