-2.8%
BSX vs BKR
+172.8%
-175.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -10.1% | -7.0% | -3.1% | -9.1% |
| 30D | -16.4% | -8.1% | -8.3% | -15.3% |
| 3M | -8.9% | -6.6% | -2.3% | -7.9% |
| 6M | -38.3% | +0.9% | -39.1% | -38.4% |
| YTD | -54.9% | +31.1% | -86.0% | -56.8% |
| 1Y | -58.8% | +27.7% | -86.5% | -60.4% |
| 3Y | -21.2% | +71.2% | -92.4% | -27.8% |
| All | -2.8% | +172.8% | -175.6% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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