+7.3%
BSX vs BAX
-64.2%
+71.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +3.1% | +4.1% | -1.0% | +2.1% |
| 3M | -14.2% | -4.5% | -9.7% | -13.5% |
| 6M | -16.4% | +49.2% | -65.7% | -23.2% |
| YTD | -53.5% | +35.2% | -88.7% | -57.1% |
| 1Y | -57.8% | +38.3% | -96.1% | -61.3% |
| 3Y | -17.4% | -19.0% | +1.6% | -17.2% |
| All | +7.3% | -64.2% | +71.5% | +52.4% |
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