+628.7%
BSX vs BAH
+886.2%
-257.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | +2.0% | -3.2% | +5.3% | +2.9% |
| 30D | +0.1% | +2.0% | -1.9% | -0.4% |
| 3M | -2.1% | -7.6% | +5.5% | -0.5% |
| 6M | -33.8% | -5.7% | -28.1% | -33.3% |
| YTD | -49.9% | -11.7% | -38.1% | -49.2% |
| 1Y | -55.4% | -27.4% | -28.1% | -52.6% |
| 3Y | -10.9% | -32.5% | +21.7% | -7.6% |
| 5Y | +6.4% | -3.3% | +9.7% | -3.9% |
| 10Y | +97.0% | +186.0% | -89.0% | +27.1% |
| All | +628.7% | +886.2% | -257.6% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling