+81.0%
BSX vs BG
+166.7%
-85.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.1% |
| 7D | -10.1% | +3.1% | -13.2% | -10.8% |
| 30D | -16.4% | +10.2% | -26.6% | -18.3% |
| 3M | -8.9% | -1.7% | -7.2% | -8.9% |
| 6M | -38.3% | +1.0% | -39.3% | -38.9% |
| YTD | -54.9% | +39.9% | -94.8% | -58.8% |
| 1Y | -58.8% | +53.2% | -112.0% | -63.2% |
| 3Y | -21.2% | +16.3% | -37.5% | -25.9% |
| 5Y | -3.3% | +83.9% | -87.2% | -22.7% |
| All | +81.0% | +166.7% | -85.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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