-2.8%
BSX vs BR
+8.0%
-10.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | -3.0% | -7.1% | -9.1% |
| 30D | -16.4% | -0.3% | -16.1% | -16.4% |
| 3M | -8.9% | +17.3% | -26.2% | -14.1% |
| 6M | -38.3% | -6.7% | -31.6% | -37.1% |
| YTD | -54.9% | -23.4% | -31.5% | -50.7% |
| 1Y | -58.8% | -32.7% | -26.1% | -52.5% |
| 3Y | -21.2% | -5.9% | -15.3% | -22.4% |
| All | -2.8% | +8.0% | -10.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling