+7.6%
BSX vs BIL
+19.8%
-12.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.2% |
| 30D | +2.9% | 0.0% | +2.9% | +2.0% |
| 3M | -11.8% | +0.6% | -12.4% | -13.4% |
| 6M | -15.4% | +1.5% | -17.0% | -17.4% |
| YTD | -52.7% | +2.8% | -55.5% | -54.4% |
| 1Y | -56.0% | +3.3% | -59.3% | -57.9% |
| 3Y | -12.5% | +13.4% | -25.9% | -39.4% |
| 5Y | +7.6% | +19.8% | -12.3% | -49.3% |
| All | +7.6% | +19.8% | -12.3% | -49.3% |
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 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