+342.1%
BSX vs A
+457.0%
-115.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +2.0% | -1.9% | +4.0% | +2.6% |
| 30D | +0.1% | +6.9% | -6.8% | -1.6% |
| 3M | -2.1% | +9.2% | -11.4% | -4.5% |
| 6M | -33.8% | +25.7% | -59.5% | -38.2% |
| YTD | -49.9% | +11.5% | -61.4% | -51.9% |
| 1Y | -55.4% | +18.4% | -73.8% | -58.0% |
| 3Y | -10.9% | +26.6% | -37.5% | -19.0% |
| 5Y | +6.4% | -12.8% | +19.2% | +5.3% |
| 10Y | +97.0% | +247.2% | -150.2% | +38.4% |
| All | +342.1% | +457.0% | -115.0% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling