+1,035.1%
BSX vs ALL
+3,785.0%
-2,749.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +3.7% | +5.0% | -1.3% | +1.9% |
| 30D | +3.1% | +13.3% | -10.2% | -1.4% |
| 3M | -14.2% | +3.2% | -17.4% | -15.3% |
| 6M | -16.4% | +25.3% | -41.8% | -23.3% |
| YTD | -53.5% | +30.5% | -84.0% | -58.1% |
| 1Y | -57.8% | +29.2% | -87.0% | -61.9% |
| 3Y | -17.4% | +119.1% | -136.6% | -39.5% |
| 5Y | +5.4% | +162.6% | -157.2% | -29.3% |
| 10Y | +106.2% | +378.8% | -272.5% | +10.8% |
| All | +1,035.1% | +3,785.0% | -2,749.9% | +228.8% |
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