-53.6%
BSX vs BP
+35.3%
-88.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.2% | +9.5% | +4.9% |
| 7D | +8.0% | -8.4% | +16.4% | +7.2% |
| 30D | +8.1% | +2.2% | +5.8% | +7.7% |
| 3M | -6.7% | +8.8% | -15.5% | -7.0% |
| 6M | -19.4% | -0.5% | -18.9% | -21.1% |
| YTD | -51.9% | +36.2% | -88.1% | -50.8% |
| 1Y | -53.6% | +36.6% | -90.2% | -52.4% |
| All | -53.6% | +35.3% | -88.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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