-21.2%
BSX vs BR
-5.3%
-15.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | -3.0% | -7.1% | -9.3% |
| 30D | -16.4% | -0.3% | -16.1% | -16.5% |
| 3M | -8.9% | +17.3% | -26.2% | -12.6% |
| 6M | -38.3% | -6.7% | -31.6% | -37.7% |
| YTD | -54.9% | -23.4% | -31.5% | -51.9% |
| 1Y | -58.8% | -32.7% | -26.1% | -54.1% |
| 3Y | -21.2% | -5.9% | -15.3% | -22.4% |
| All | -21.2% | -5.3% | -15.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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