-53.6%
BSX vs BAX
+46.0%
-99.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.4% | +4.6% |
| 7D | +8.0% | +4.1% | +3.9% | +7.0% |
| 30D | +8.1% | +9.4% | -1.3% | +6.0% |
| 3M | -6.7% | -6.5% | -0.2% | -6.1% |
| 6M | -19.4% | +59.6% | -79.0% | -23.0% |
| YTD | -51.9% | +38.9% | -90.8% | -54.4% |
| 1Y | -53.6% | +48.0% | -101.6% | -56.9% |
| All | -53.6% | +46.0% | -99.7% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling