+186.5%
BSX vs BIL
+31.3%
+155.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.0% | +0.1% | -1.1% | -0.4% |
| 30D | +2.1% | +0.3% | +1.7% | +4.4% |
| 3M | -14.0% | +0.9% | -15.0% | -8.1% |
| 6M | -18.3% | +1.8% | -20.1% | -6.6% |
| YTD | -53.6% | +3.1% | -56.8% | -41.8% |
| 1Y | -57.6% | +3.7% | -61.2% | -44.7% |
| 3Y | -14.3% | +13.8% | -28.1% | +120.4% |
| 5Y | +5.1% | +20.2% | -15.2% | +313.6% |
| 10Y | +105.6% | +26.1% | +79.4% | +1,106.4% |
| All | +186.5% | +31.3% | +155.2% | +1,690.1% |
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