-2.8%
BSX vs BLK
+32.0%
-34.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -10.1% | -3.3% | -6.8% | -9.0% |
| 30D | -16.4% | -6.5% | -9.9% | -14.5% |
| 3M | -8.9% | +6.7% | -15.6% | -11.1% |
| 6M | -38.3% | +14.7% | -53.0% | -41.3% |
| YTD | -54.9% | +2.5% | -57.5% | -55.8% |
| 1Y | -58.8% | -2.8% | -56.0% | -58.9% |
| 3Y | -21.2% | +65.9% | -87.1% | -36.9% |
| All | -2.8% | +32.0% | -34.8% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling