+950.6%
BSX vs BHP
+5,085.6%
-4,135.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.4% |
| 7D | -6.4% | +1.3% | -7.7% | -6.8% |
| 30D | -8.8% | +4.0% | -12.7% | -9.9% |
| 3M | -7.6% | +12.3% | -19.9% | -11.3% |
| 6M | -37.0% | +30.8% | -67.8% | -42.4% |
| YTD | -52.8% | +58.8% | -111.6% | -59.5% |
| 1Y | -58.4% | +76.8% | -135.2% | -65.5% |
| 3Y | -16.5% | +87.5% | -104.0% | -33.1% |
| 5Y | -1.2% | +123.9% | -125.1% | -27.1% |
| 10Y | +83.7% | +504.4% | -420.6% | -2.2% |
| All | +950.6% | +5,085.6% | -4,135.0% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling