+91.2%
BSX vs B
+200.3%
-109.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -7.0% | +1.0% | -8.1% | -7.1% |
| 30D | -10.9% | +9.5% | -20.4% | -11.6% |
| 3M | -8.2% | +14.3% | -22.5% | -9.4% |
| 6M | -37.5% | -1.9% | -35.6% | -37.6% |
| YTD | -52.8% | +4.1% | -56.9% | -53.3% |
| 1Y | -58.4% | +56.1% | -114.5% | -60.5% |
| 3Y | -16.5% | +202.0% | -218.5% | -26.3% |
| 5Y | -1.0% | +158.8% | -159.8% | -12.3% |
| 10Y | +91.2% | +211.9% | -120.7% | +63.4% |
| All | +91.2% | +200.3% | -109.0% | +63.4% |
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