-17.6%
BSX vs BAH
-31.4%
+13.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.9% |
| 30D | -10.9% | -6.6% | -4.3% | -10.4% |
| 3M | -8.2% | -7.2% | -1.0% | -8.1% |
| 6M | -37.5% | -10.0% | -27.5% | -37.4% |
| YTD | -52.8% | -12.5% | -40.4% | -52.9% |
| 1Y | -58.4% | -27.9% | -30.5% | -58.0% |
| All | -17.6% | -31.4% | +13.8% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling