+81.0%
BSX vs A
+256.4%
-175.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -1.3% |
| 7D | -10.1% | -2.6% | -7.5% | -9.1% |
| 30D | -16.4% | -0.9% | -15.5% | -16.1% |
| 3M | -8.9% | +13.6% | -22.5% | -13.7% |
| 6M | -38.3% | +27.8% | -66.1% | -45.1% |
| YTD | -54.9% | +8.6% | -63.6% | -57.2% |
| 1Y | -58.8% | +16.9% | -75.7% | -62.3% |
| 3Y | -21.2% | +32.9% | -54.1% | -35.7% |
| 5Y | -3.3% | -14.1% | +10.8% | -2.7% |
| All | +81.0% | +256.4% | -175.4% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling