+954.1%
BSX vs BA
+1,315.1%
-360.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | +2.9% | -7.9% | +10.8% | +5.3% |
| 3M | -11.8% | -25.2% | +13.3% | -4.4% |
| 6M | -15.4% | -26.7% | +11.3% | -8.4% |
| YTD | -52.7% | -19.6% | -33.1% | -50.4% |
| 1Y | -56.0% | -10.6% | -45.4% | -55.5% |
| 3Y | -12.5% | -11.2% | -1.2% | -14.5% |
| 5Y | +7.6% | -20.4% | +28.0% | +4.5% |
| 10Y | +109.9% | +26.8% | +83.2% | +55.0% |
| All | +954.1% | +1,315.1% | -360.9% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling