+1.1%
BSX vs A
-15.6%
+16.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -7.0% | -4.4% | -2.7% | -6.0% |
| 30D | -10.9% | -2.7% | -8.2% | -10.3% |
| 3M | -8.2% | +7.0% | -15.2% | -9.8% |
| 6M | -37.5% | +24.6% | -62.1% | -41.2% |
| YTD | -52.8% | +7.0% | -59.9% | -53.9% |
| 1Y | -58.4% | +15.6% | -74.0% | -60.4% |
| 3Y | -16.5% | +29.9% | -46.5% | -26.3% |
| All | +1.1% | -15.6% | +16.7% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling