-3.1%
BSX vs BP
+139.4%
-142.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | -8.2% | +5.7% | -13.9% | -8.9% |
| 30D | -15.8% | +8.1% | -23.9% | -16.7% |
| 3M | -10.8% | +8.6% | -19.4% | -12.0% |
| 6M | -38.4% | +18.1% | -56.5% | -40.0% |
| YTD | -54.8% | +37.6% | -92.4% | -57.0% |
| 1Y | -59.0% | +39.4% | -98.4% | -61.2% |
| 3Y | -20.0% | +40.1% | -60.1% | -25.1% |
| 5Y | -3.1% | +141.3% | -144.4% | -19.8% |
| All | -3.1% | +139.4% | -142.4% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling