-1.0%
BSX vs BIL
+19.4%
-20.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.0% | +0.1% | -7.1% | -7.2% |
| 30D | -10.9% | +0.3% | -11.2% | -11.3% |
| 3M | -8.2% | +0.9% | -9.1% | -9.3% |
| 6M | -37.5% | +1.8% | -39.3% | -38.8% |
| YTD | -52.8% | +2.5% | -55.3% | -54.4% |
| 1Y | -58.4% | +3.7% | -62.1% | -60.9% |
| 3Y | -16.5% | +14.1% | -30.6% | -47.0% |
| 5Y | -1.0% | +19.4% | -20.4% | -55.7% |
| All | -1.0% | +19.4% | -20.4% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling