+199.7%
BSX vs BND
+76.2%
+123.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -10.9% | -0.2% | -10.7% | -10.9% |
| 3M | -8.2% | -0.7% | -7.5% | -8.1% |
| 6M | -37.5% | -1.7% | -35.8% | -37.3% |
| YTD | -52.8% | -0.5% | -52.3% | -52.8% |
| 1Y | -58.4% | +0.4% | -58.8% | -58.4% |
| 3Y | -16.5% | +13.1% | -29.7% | -18.0% |
| 5Y | -1.0% | -2.1% | +1.1% | -3.0% |
| 10Y | +91.2% | +15.7% | +75.5% | +89.4% |
| All | +199.7% | +76.2% | +123.5% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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