-17.6%
BSX vs BB
+66.7%
-84.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -7.0% | +1.8% | -8.9% | -7.1% |
| 30D | -10.9% | -12.2% | +1.3% | -10.8% |
| 3M | -8.2% | -12.3% | +4.2% | -8.5% |
| 6M | -37.5% | +122.7% | -160.2% | -40.4% |
| YTD | -52.8% | +104.5% | -157.3% | -54.8% |
| 1Y | -58.4% | +106.7% | -165.1% | -60.4% |
| All | -17.6% | +66.7% | -84.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling