-17.6%
BSX vs A
+29.6%
-47.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -7.0% | -4.4% | -2.7% | -6.4% |
| 30D | -10.9% | -2.7% | -8.2% | -10.5% |
| 3M | -8.2% | +7.0% | -15.2% | -9.1% |
| 6M | -37.5% | +24.6% | -62.1% | -39.6% |
| YTD | -52.8% | +7.0% | -59.9% | -53.2% |
| 1Y | -58.4% | +15.6% | -74.0% | -59.4% |
| All | -17.6% | +29.6% | -47.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling