+113.3%
BSX vs BA
+24.8%
+88.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | -1.1% | +4.8% | +4.0% |
| 30D | +3.1% | -7.1% | +10.2% | +4.9% |
| 3M | -14.2% | -25.5% | +11.3% | -7.9% |
| 6M | -16.4% | -28.7% | +12.3% | -9.8% |
| YTD | -53.5% | -21.0% | -32.5% | -51.4% |
| 1Y | -57.8% | -11.9% | -45.9% | -57.2% |
| 3Y | -17.4% | -16.2% | -1.3% | -18.0% |
| 5Y | +5.4% | -22.4% | +27.8% | +3.5% |
| All | +113.3% | +24.8% | +88.5% | +128.3% |
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