-21.2%
BSX vs BBY
+42.8%
-64.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -10.1% | +0.6% | -10.7% | -10.1% |
| 30D | -16.4% | +9.4% | -25.8% | -16.6% |
| 3M | -8.9% | +19.3% | -28.2% | -9.4% |
| 6M | -38.3% | +47.9% | -86.2% | -39.2% |
| YTD | -54.9% | +39.6% | -94.5% | -55.5% |
| 1Y | -58.8% | +22.2% | -81.0% | -58.8% |
| 3Y | -21.2% | +45.0% | -66.2% | -24.0% |
| All | -21.2% | +42.8% | -64.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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