-17.6%
BSX vs BEN
+53.1%
-70.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -7.0% | +3.4% | -10.4% | -7.4% |
| 30D | -10.9% | +1.8% | -12.7% | -11.1% |
| 3M | -8.2% | +8.4% | -16.5% | -9.1% |
| 6M | -37.5% | +35.6% | -73.1% | -39.9% |
| YTD | -52.8% | +46.4% | -99.2% | -55.5% |
| 1Y | -58.4% | +46.3% | -104.7% | -60.8% |
| All | -17.6% | +53.1% | -70.7% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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