+209.8%
BSX vs BIL
+30.4%
+179.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +2.0% |
| 7D | +2.0% | +0.1% | +2.0% | +2.7% |
| 30D | +0.1% | +0.3% | -0.2% | +2.5% |
| 3M | -2.1% | +0.9% | -3.1% | +4.8% |
| 6M | -33.8% | +1.8% | -35.6% | -24.3% |
| YTD | -49.9% | +2.4% | -52.3% | -40.1% |
| 1Y | -55.4% | +3.7% | -59.2% | -41.8% |
| 3Y | -10.9% | +14.2% | -25.0% | +135.3% |
| 5Y | +6.4% | +19.4% | -13.0% | +298.1% |
| 10Y | +97.0% | +25.2% | +71.8% | +993.6% |
| All | +209.8% | +30.4% | +179.4% | +1,741.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling