+81.5%
BSX vs BAH
+207.1%
-125.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.8% | -9.0% | -5.3% |
| 7D | -8.2% | +2.4% | -10.6% | -8.8% |
| 30D | -15.8% | -2.9% | -12.9% | -15.3% |
| 3M | -10.8% | -1.3% | -9.5% | -10.9% |
| 6M | -38.4% | -0.9% | -37.5% | -38.8% |
| YTD | -54.8% | -8.2% | -46.6% | -54.7% |
| 1Y | -59.0% | -24.0% | -35.1% | -57.1% |
| 3Y | -20.0% | -28.1% | +8.1% | -19.7% |
| 5Y | -3.1% | +2.5% | -5.6% | -16.9% |
| All | +81.5% | +207.1% | -125.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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