-57.8%
BSX vs B
+2.6%
-60.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.7% | -7.3% | +11.0% | +4.1% |
| 30D | +3.1% | -3.3% | +6.5% | +3.0% |
| 3M | -14.2% | -7.8% | -6.5% | -14.2% |
| 6M | -16.4% | -15.5% | -0.9% | -16.0% |
| YTD | -53.5% | -12.3% | -41.2% | -54.0% |
| 1Y | -57.8% | +5.4% | -63.1% | -59.2% |
| All | -57.8% | +2.6% | -60.3% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling