-53.6%
BSX vs A
+24.4%
-78.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.4% | +5.3% |
| 7D | +8.0% | -2.4% | +10.4% | +8.1% |
| 30D | +8.1% | +3.6% | +4.5% | +7.8% |
| 3M | -6.7% | +27.5% | -34.1% | -7.5% |
| 6M | -19.4% | +58.5% | -77.9% | -19.7% |
| YTD | -51.9% | +31.2% | -83.1% | -51.4% |
| 1Y | -53.6% | +22.2% | -75.8% | -52.0% |
| All | -53.6% | +24.4% | -78.0% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling