+1,016.5%
BSX vs BAX
+520.9%
+495.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +2.0% | -1.1% | +3.2% | +2.5% |
| 30D | +0.1% | -5.5% | +5.6% | +2.2% |
| 3M | -2.1% | +33.5% | -35.7% | -12.9% |
| 6M | -33.8% | +35.9% | -69.7% | -41.8% |
| YTD | -49.9% | +35.4% | -85.2% | -56.7% |
| 1Y | -55.4% | +9.8% | -65.2% | -58.7% |
| 3Y | -10.9% | -32.7% | +21.9% | -4.2% |
| 5Y | +6.4% | -65.6% | +72.0% | +48.3% |
| 10Y | +97.0% | -34.9% | +131.9% | +111.2% |
| All | +1,016.5% | +520.9% | +495.6% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling