+104.3%
BSX vs B
+184.6%
-80.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +2.1% |
| 7D | +2.8% | +7.1% | -4.4% | +2.1% |
| 30D | +4.6% | -3.3% | +7.9% | +4.8% |
| 3M | -11.4% | -2.5% | -8.9% | -11.4% |
| 6M | -17.1% | -7.2% | -9.9% | -17.0% |
| YTD | -53.1% | -7.4% | -45.8% | -53.2% |
| 1Y | -55.7% | +16.4% | -72.1% | -56.8% |
| 3Y | -13.3% | +178.7% | -192.0% | -23.3% |
| 5Y | +5.3% | +121.7% | -116.4% | -5.9% |
| 10Y | +104.3% | +208.6% | -104.3% | +74.3% |
| All | +104.3% | +184.6% | -80.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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