-16.0%
BSX vs BIL
+13.4%
-29.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | +0.1% | -1.6% | -0.9% |
| 30D | +2.9% | 0.0% | +2.9% | +1.5% |
| 3M | -11.8% | +0.6% | -12.4% | -13.6% |
| 6M | -15.4% | +1.5% | -17.0% | -16.5% |
| YTD | -52.7% | +2.8% | -55.5% | -52.6% |
| 1Y | -56.0% | +3.3% | -59.3% | -55.8% |
| All | -16.0% | +13.4% | -29.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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