-1.0%
BSX vs ALL
+115.1%
-116.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -7.0% | -2.2% | -4.8% | -6.5% |
| 30D | -10.9% | -5.6% | -5.3% | -9.6% |
| 3M | -8.2% | +17.2% | -25.4% | -12.3% |
| 6M | -37.5% | +23.2% | -60.7% | -41.1% |
| YTD | -52.8% | +23.6% | -76.4% | -55.7% |
| 1Y | -58.4% | +29.2% | -87.6% | -61.5% |
| 3Y | -16.5% | +153.8% | -170.4% | -36.9% |
| 5Y | -1.0% | +116.1% | -117.1% | -21.5% |
| All | -1.0% | +115.1% | -116.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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