-53.6%
BSX vs BLK
+17.9%
-71.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.1% | +4.4% |
| 7D | +8.0% | +5.7% | +2.2% | +7.0% |
| 30D | +8.1% | +14.8% | -6.7% | +5.9% |
| 3M | -6.7% | +8.8% | -15.5% | -7.9% |
| 6M | -19.4% | +17.6% | -37.0% | -21.5% |
| YTD | -51.9% | +16.3% | -68.2% | -54.7% |
| 1Y | -53.6% | +18.0% | -71.6% | -56.5% |
| All | -53.6% | +17.9% | -71.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling