+1,016.5%
BSX vs BP
+1,301.9%
-285.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.0% | +3.9% | -1.9% | +0.8% |
| 30D | +0.1% | +7.6% | -7.5% | -2.2% |
| 3M | -2.1% | +0.7% | -2.8% | -2.8% |
| 6M | -33.8% | +15.5% | -49.3% | -37.3% |
| YTD | -49.9% | +30.8% | -80.7% | -54.6% |
| 1Y | -55.4% | +34.3% | -89.8% | -60.1% |
| 3Y | -10.9% | +35.1% | -45.9% | -22.0% |
| 5Y | +6.4% | +126.8% | -120.4% | -24.4% |
| 10Y | +97.0% | +123.4% | -26.3% | +32.5% |
| All | +1,016.5% | +1,301.9% | -285.4% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling