+101.6%
BSX vs BA
+31.3%
+70.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | -0.7% | -1.7% | +1.0% | -0.2% |
| 30D | +3.0% | -9.5% | +12.5% | +5.5% |
| 3M | -10.7% | -26.5% | +15.7% | -3.8% |
| 6M | -18.4% | -27.4% | +9.0% | -12.3% |
| YTD | -53.8% | -20.6% | -33.2% | -51.8% |
| 1Y | -56.0% | -11.4% | -44.6% | -55.5% |
| 3Y | -14.4% | -10.8% | -3.6% | -16.4% |
| 5Y | +2.9% | -21.9% | +24.8% | +0.8% |
| 10Y | +101.6% | +28.1% | +73.4% | +126.1% |
| All | +101.6% | +31.3% | +70.3% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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