+395.4%
BSX vs BG
+1,181.2%
-785.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -7.0% | +0.5% | -7.6% | -7.3% |
| 30D | -10.9% | +10.3% | -21.2% | -13.3% |
| 3M | -8.2% | -1.9% | -6.3% | -8.2% |
| 6M | -37.5% | +5.2% | -42.7% | -38.9% |
| YTD | -52.8% | +41.2% | -94.0% | -57.5% |
| 1Y | -58.4% | +50.5% | -108.9% | -63.3% |
| 3Y | -16.5% | +19.9% | -36.4% | -23.3% |
| 5Y | -1.0% | +86.7% | -87.7% | -21.9% |
| 10Y | +91.2% | +167.5% | -76.2% | +27.6% |
| All | +395.4% | +1,181.2% | -785.7% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling