+950.6%
BSX vs BEN
+2,714.1%
-1,763.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | -6.4% | +4.7% | -11.1% | -7.9% |
| 30D | -8.8% | +2.6% | -11.4% | -9.6% |
| 3M | -7.6% | +11.5% | -19.1% | -11.2% |
| 6M | -37.0% | +35.3% | -72.3% | -43.5% |
| YTD | -52.8% | +48.6% | -101.5% | -59.3% |
| 1Y | -58.4% | +46.7% | -105.1% | -64.0% |
| 3Y | -16.5% | +57.0% | -73.5% | -31.7% |
| 5Y | -1.2% | +41.8% | -43.0% | -18.9% |
| 10Y | +83.7% | +55.2% | +28.5% | +36.0% |
| All | +950.6% | +2,714.1% | -1,763.4% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling