+310.1%
BSX vs A
+543.3%
-233.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +3.1% | 0.0% | +3.1% | +2.9% |
| 3M | -14.2% | +16.7% | -30.9% | -17.8% |
| 6M | -16.4% | +54.8% | -71.3% | -26.1% |
| YTD | -53.5% | +28.8% | -82.3% | -57.1% |
| 1Y | -57.8% | +19.3% | -77.1% | -60.2% |
| 3Y | -17.4% | +65.5% | -83.0% | -30.1% |
| 5Y | +5.4% | +12.1% | -6.7% | -2.5% |
| 10Y | +106.2% | +305.4% | -199.1% | +39.0% |
| All | +310.1% | +543.3% | -233.2% | +125.8% |
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