-16.5%
BSX vs B
+197.9%
-214.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.8% |
| 7D | -6.4% | +2.3% | -8.8% | -6.6% |
| 30D | -8.8% | +1.4% | -10.1% | -8.9% |
| 3M | -7.6% | +12.2% | -19.8% | -8.5% |
| 6M | -37.0% | -2.1% | -34.8% | -37.0% |
| YTD | -52.8% | +2.9% | -55.8% | -53.2% |
| 1Y | -58.4% | +55.3% | -113.7% | -60.4% |
| 3Y | -16.5% | +198.7% | -215.2% | -26.2% |
| All | -16.5% | +197.9% | -214.4% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling