+113.3%
BSX vs BAH
+198.8%
-85.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.7% | +1.7% | +2.0% | +3.3% |
| 30D | +3.1% | +20.8% | -17.7% | -1.7% |
| 3M | -14.2% | +11.6% | -25.8% | -16.8% |
| 6M | -16.4% | +23.1% | -39.5% | -21.2% |
| YTD | -53.5% | +5.3% | -58.8% | -55.1% |
| 1Y | -57.8% | +6.1% | -63.9% | -59.4% |
| 3Y | -17.4% | -27.5% | +10.0% | -15.9% |
| 5Y | +5.4% | +6.2% | -0.8% | -9.4% |
| All | +113.3% | +198.8% | -85.5% | +32.4% |
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