+188.4%
BSX vs BR
+1,281.7%
-1,093.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -7.0% | -5.0% | -2.0% | -4.7% |
| 30D | -10.9% | -2.5% | -8.4% | -10.0% |
| 3M | -8.2% | +13.5% | -21.7% | -14.2% |
| 6M | -37.5% | -9.4% | -28.1% | -35.0% |
| YTD | -52.8% | -23.3% | -29.6% | -47.1% |
| 1Y | -58.4% | -31.6% | -26.8% | -50.6% |
| 3Y | -16.5% | -5.1% | -11.5% | -18.1% |
| 5Y | -1.0% | +8.2% | -9.2% | -11.3% |
| 10Y | +91.2% | +189.8% | -98.6% | -2.1% |
| All | +188.4% | +1,281.7% | -1,093.3% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling