+906.7%
BSX vs BKR
+614.5%
+292.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.5% | -2.7% |
| 7D | -8.2% | -6.7% | -1.5% | -6.9% |
| 30D | -15.8% | -8.3% | -7.5% | -14.2% |
| 3M | -10.8% | -5.4% | -5.4% | -9.9% |
| 6M | -38.4% | +0.8% | -39.2% | -38.7% |
| YTD | -54.8% | +31.8% | -86.6% | -57.7% |
| 1Y | -59.0% | +28.6% | -87.6% | -61.5% |
| 3Y | -20.0% | +71.2% | -91.2% | -30.4% |
| 5Y | -3.1% | +179.2% | -182.3% | -26.3% |
| 10Y | +83.3% | +124.0% | -40.6% | +34.9% |
| All | +906.7% | +614.5% | +292.2% | +398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling