-2.8%
BSX vs BHP
+110.7%
-113.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -10.1% | -3.6% | -6.5% | -9.5% |
| 30D | -16.4% | -1.2% | -15.2% | -16.3% |
| 3M | -8.9% | +1.2% | -10.1% | -9.3% |
| 6M | -38.3% | +21.4% | -59.7% | -41.0% |
| YTD | -54.9% | +50.4% | -105.3% | -58.9% |
| 1Y | -58.8% | +67.5% | -126.3% | -63.3% |
| 3Y | -21.2% | +72.8% | -94.0% | -31.8% |
| All | -2.8% | +110.7% | -113.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling