+954.1%
BSX vs B
+381.9%
+572.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.1% |
| 7D | -1.5% | -2.7% | +1.2% | -1.3% |
| 30D | +2.9% | -4.3% | +7.3% | +3.2% |
| 3M | -11.8% | -2.3% | -9.5% | -11.8% |
| 6M | -15.4% | -16.2% | +0.8% | -14.7% |
| YTD | -52.7% | -8.8% | -43.8% | -52.7% |
| 1Y | -56.0% | +11.4% | -67.3% | -56.6% |
| 3Y | -12.5% | +174.3% | -186.8% | -19.6% |
| 5Y | +7.6% | +116.2% | -108.6% | -0.3% |
| 10Y | +109.9% | +222.7% | -112.8% | +86.4% |
| All | +954.1% | +381.9% | +572.2% | +750.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling