-17.6%
BSX vs BP
+37.6%
-55.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -7.0% | +4.0% | -11.0% | -7.3% |
| 30D | -10.9% | +7.8% | -18.7% | -11.4% |
| 3M | -8.2% | +8.4% | -16.5% | -9.0% |
| 6M | -37.5% | +15.1% | -52.5% | -38.3% |
| YTD | -52.8% | +36.4% | -89.3% | -54.3% |
| 1Y | -58.4% | +40.9% | -99.3% | -59.9% |
| All | -17.6% | +37.6% | -55.2% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling