-21.2%
BSX vs BG
+18.0%
-39.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.2% |
| 7D | -10.1% | +3.1% | -13.2% | -10.2% |
| 30D | -16.4% | +10.2% | -26.6% | -16.8% |
| 3M | -8.9% | -1.7% | -7.2% | -8.9% |
| 6M | -38.3% | +1.0% | -39.3% | -38.4% |
| YTD | -54.9% | +39.9% | -94.8% | -56.1% |
| 1Y | -58.8% | +53.2% | -112.0% | -60.2% |
| 3Y | -21.2% | +16.3% | -37.5% | -21.5% |
| All | -21.2% | +18.0% | -39.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling