+5.1%
BSX vs BP
+112.5%
-107.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -1.0% | +2.5% | -3.5% | -1.2% |
| 30D | +2.1% | -5.6% | +7.6% | +2.5% |
| 3M | -14.0% | +8.0% | -22.1% | -15.2% |
| 6M | -18.3% | +5.7% | -24.0% | -19.3% |
| YTD | -53.6% | +36.8% | -90.5% | -56.1% |
| 1Y | -57.6% | +30.7% | -88.3% | -59.5% |
| 3Y | -14.3% | +51.6% | -65.9% | -21.2% |
| 5Y | +5.1% | +112.2% | -107.1% | -16.4% |
| All | +5.1% | +112.5% | -107.5% | -16.4% |
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 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