-21.0%
BSX vs BROS
+57.4%
-78.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.8% | -3.9% |
| 7D | -8.2% | -6.1% | -2.1% | -7.8% |
| 30D | -15.8% | -12.4% | -3.4% | -15.1% |
| 3M | -10.8% | -27.9% | +17.1% | -9.3% |
| 6M | -38.4% | -16.8% | -21.6% | -38.3% |
| YTD | -54.8% | -29.0% | -25.8% | -54.1% |
| 1Y | -59.0% | -33.2% | -25.8% | -58.3% |
| All | -21.0% | +57.4% | -78.4% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling