+252.8%
BSX vs BB
+266.8%
-14.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.1% |
| 7D | -6.4% | +0.5% | -7.0% | -6.5% |
| 30D | -8.8% | -12.4% | +3.6% | -7.7% |
| 3M | -7.6% | -15.3% | +7.6% | -7.0% |
| 6M | -37.0% | +128.8% | -165.7% | -43.3% |
| YTD | -52.8% | +107.7% | -160.5% | -57.2% |
| 1Y | -58.4% | +103.9% | -162.3% | -62.4% |
| 3Y | -16.5% | +72.6% | -89.1% | -25.6% |
| 5Y | -1.2% | -24.3% | +23.1% | -6.3% |
| 10Y | +83.7% | +3.1% | +80.6% | +51.1% |
| All | +252.8% | +266.8% | -14.0% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling