+56.8%
BSX vs BIDU
+1,294.4%
-1,237.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -7.0% | -2.4% | -4.6% | -6.7% |
| 30D | -10.9% | -16.0% | +5.1% | -8.6% |
| 3M | -8.2% | -24.0% | +15.8% | -4.5% |
| 6M | -37.5% | -24.9% | -12.6% | -35.3% |
| YTD | -52.8% | -29.6% | -23.3% | -50.9% |
| 1Y | -58.4% | -15.2% | -43.2% | -58.3% |
| 3Y | -16.5% | -32.2% | +15.6% | -15.5% |
| 5Y | -1.0% | -43.8% | +42.8% | -2.4% |
| 10Y | +91.2% | -49.5% | +140.7% | +80.3% |
| All | +56.8% | +1,294.4% | -1,237.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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