+81.0%
BSX vs BRO
+294.2%
-213.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -10.1% | -7.3% | -2.8% | -6.6% |
| 30D | -16.4% | -6.9% | -9.6% | -13.6% |
| 3M | -8.9% | +10.7% | -19.5% | -13.8% |
| 6M | -38.3% | -2.7% | -35.6% | -38.2% |
| YTD | -54.9% | -16.3% | -38.6% | -51.7% |
| 1Y | -58.8% | -29.1% | -29.7% | -52.0% |
| 3Y | -21.2% | -7.8% | -13.4% | -23.0% |
| 5Y | -3.3% | +18.7% | -22.1% | -22.3% |
| All | +81.0% | +294.2% | -213.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling