+2.5%
BSX vs BBIO
+136.7%
-134.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -3.2% | -6.9% | -9.9% |
| 30D | -16.4% | -13.6% | -2.8% | -15.6% |
| 3M | -8.9% | +7.2% | -16.1% | -9.4% |
| 6M | -38.3% | +1.5% | -39.7% | -38.5% |
| YTD | -54.9% | -5.3% | -49.6% | -55.0% |
| 1Y | -58.8% | +37.7% | -96.5% | -59.9% |
| 3Y | -21.2% | +153.9% | -175.1% | -27.6% |
| 5Y | -3.3% | +43.9% | -47.2% | -16.6% |
| All | +2.5% | +136.7% | -134.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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