+81.0%
BSX vs BBWI
-55.0%
+135.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.1% |
| 7D | -10.1% | -4.8% | -5.3% | -9.6% |
| 30D | -16.4% | +3.5% | -19.9% | -17.0% |
| 3M | -8.9% | -0.3% | -8.6% | -9.3% |
| 6M | -38.3% | -5.4% | -32.9% | -38.7% |
| YTD | -54.9% | -4.7% | -50.2% | -55.5% |
| 1Y | -58.8% | -30.5% | -28.3% | -57.8% |
| 3Y | -21.2% | -44.3% | +23.1% | -19.5% |
| 5Y | -3.3% | -66.9% | +63.5% | +4.1% |
| All | +81.0% | -55.0% | +135.9% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling