+1,051.5%
BSX vs ALL
+3,579.2%
-2,527.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -5.1% |
| 7D | -6.4% | -1.7% | -4.7% | -5.9% |
| 30D | -8.8% | -4.7% | -4.1% | -7.3% |
| 3M | -7.6% | +18.4% | -26.0% | -13.3% |
| 6M | -37.0% | +20.5% | -57.5% | -41.3% |
| YTD | -52.8% | +23.5% | -76.4% | -56.6% |
| 1Y | -58.4% | +29.0% | -87.4% | -62.5% |
| 3Y | -16.5% | +153.7% | -170.2% | -42.0% |
| 5Y | -1.2% | +114.8% | -116.0% | -28.7% |
| 10Y | +83.7% | +356.1% | -272.4% | +0.6% |
| All | +1,051.5% | +3,579.2% | -2,527.7% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling