+113.3%
BSX vs BP
+143.9%
-30.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +3.7% | +3.8% | -0.1% | +2.7% |
| 30D | +3.1% | -5.3% | +8.4% | +4.3% |
| 3M | -14.2% | +9.3% | -23.5% | -16.8% |
| 6M | -16.4% | +7.2% | -23.7% | -18.8% |
| YTD | -53.5% | +38.0% | -91.5% | -58.3% |
| 1Y | -57.8% | +33.2% | -91.0% | -61.8% |
| 3Y | -17.4% | +50.3% | -67.7% | -29.3% |
| 5Y | +5.4% | +114.1% | -108.7% | -22.9% |
| All | +113.3% | +143.9% | -30.6% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling