-3.1%
BSX vs BWA
+86.5%
-89.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | -15.8% | -5.5% | -10.3% | -15.2% |
| 3M | -10.8% | -7.6% | -3.2% | -10.0% |
| 6M | -38.4% | +25.0% | -63.4% | -41.1% |
| YTD | -54.8% | +47.0% | -101.7% | -58.6% |
| 1Y | -59.0% | +54.0% | -113.0% | -62.9% |
| 3Y | -20.0% | +70.7% | -90.7% | -30.4% |
| 5Y | -3.1% | +86.7% | -89.7% | -21.0% |
| All | -3.1% | +86.5% | -89.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling