+1,016.5%
BSX vs B
+452.1%
+564.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.1% |
| 30D | +0.1% | +9.4% | -9.3% | -0.6% |
| 3M | -2.1% | +5.0% | -7.1% | -2.7% |
| 6M | -33.8% | -3.5% | -30.3% | -33.9% |
| YTD | -49.9% | +4.5% | -54.3% | -50.3% |
| 1Y | -55.4% | +67.8% | -123.2% | -57.4% |
| 3Y | -10.9% | +196.7% | -207.6% | -18.5% |
| 5Y | +6.4% | +151.9% | -145.5% | -2.3% |
| 10Y | +97.0% | +202.2% | -105.1% | +75.4% |
| All | +1,016.5% | +452.1% | +564.4% | +793.6% |
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