+89.3%
BSX vs ASX
+1,010.8%
-921.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.7% |
| 7D | -7.0% | +11.1% | -18.2% | -8.9% |
| 30D | -10.9% | +9.6% | -20.5% | -12.6% |
| 3M | -8.2% | +18.6% | -26.8% | -12.7% |
| 6M | -37.5% | +92.1% | -129.6% | -47.1% |
| YTD | -52.8% | +158.5% | -211.3% | -62.8% |
| 1Y | -58.4% | +271.9% | -330.3% | -70.1% |
| 3Y | -16.5% | +465.2% | -481.8% | -47.6% |
| 5Y | -1.0% | +479.4% | -480.4% | -40.2% |
| All | +89.3% | +1,010.8% | -921.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling