-17.4%
BSX vs BROS
+30.6%
-48.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -0.2% |
| 7D | +3.7% | +6.3% | -2.6% | +3.2% |
| 30D | +3.1% | -8.3% | +11.5% | +3.6% |
| 3M | -14.2% | -29.8% | +15.6% | -12.4% |
| 6M | -16.4% | -25.8% | +9.4% | -15.6% |
| YTD | -53.5% | -41.4% | -12.1% | -52.3% |
| 1Y | -57.8% | -35.2% | -22.6% | -57.1% |
| 3Y | -17.4% | +32.8% | -50.2% | -16.1% |
| All | -17.4% | +30.6% | -48.0% | -16.1% |
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