-3.1%
BSX vs BAX
-67.5%
+64.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.9% |
| 7D | -8.2% | -5.4% | -2.8% | -7.0% |
| 30D | -15.8% | -12.4% | -3.4% | -13.3% |
| 3M | -10.8% | +19.1% | -29.9% | -14.1% |
| 6M | -38.4% | +38.6% | -77.0% | -42.6% |
| YTD | -54.8% | +26.7% | -81.5% | -57.7% |
| 1Y | -59.0% | +1.0% | -60.1% | -59.7% |
| 3Y | -20.0% | -33.9% | +13.9% | -14.7% |
| 5Y | -3.1% | -67.0% | +64.0% | +40.9% |
| All | -3.1% | -67.5% | +64.4% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling