+81.0%
BSX vs BAX
-38.1%
+119.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -10.1% | -7.9% | -2.2% | -7.4% |
| 30D | -16.4% | -11.7% | -4.8% | -12.6% |
| 3M | -8.9% | +16.2% | -25.1% | -13.9% |
| 6M | -38.3% | +32.0% | -70.2% | -44.6% |
| YTD | -54.9% | +24.7% | -79.6% | -59.6% |
| 1Y | -58.8% | -2.6% | -56.2% | -59.6% |
| 3Y | -21.2% | -35.0% | +13.7% | -13.0% |
| 5Y | -3.3% | -67.6% | +64.2% | +54.6% |
| All | +81.0% | -38.1% | +119.1% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling