+81.0%
BSX vs BLK
+283.5%
-202.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | -10.1% | -3.3% | -6.8% | -8.7% |
| 30D | -16.4% | -6.5% | -9.9% | -13.9% |
| 3M | -8.9% | +6.7% | -15.6% | -11.8% |
| 6M | -38.3% | +14.7% | -53.0% | -42.3% |
| YTD | -54.9% | +2.5% | -57.5% | -56.1% |
| 1Y | -58.8% | -2.8% | -56.0% | -59.0% |
| 3Y | -21.2% | +65.9% | -87.1% | -40.5% |
| 5Y | -3.3% | +33.0% | -36.3% | -20.6% |
| All | +81.0% | +283.5% | -202.5% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling