-4.5%
BSX vs BROS
+35.1%
-39.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | -10.1% | -5.8% | -4.3% | -9.7% |
| 30D | -16.4% | -14.0% | -2.5% | -15.6% |
| 3M | -8.9% | -32.5% | +23.6% | -6.7% |
| 6M | -38.3% | -14.9% | -23.4% | -38.1% |
| YTD | -54.9% | -28.3% | -26.6% | -54.3% |
| 1Y | -58.8% | -34.0% | -24.8% | -58.0% |
| 3Y | -21.2% | +63.0% | -84.2% | -25.8% |
| All | -4.5% | +35.1% | -39.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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