+7.3%
BSX vs BWA
+27.4%
-20.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.7% | +4.3% | -0.5% | +3.2% |
| 30D | +3.1% | -13.0% | +16.1% | +4.9% |
| 3M | -14.2% | -24.8% | +10.6% | -11.1% |
| 6M | -16.4% | -23.5% | +7.1% | -14.0% |
| YTD | -53.5% | +13.8% | -67.3% | -56.1% |
| 1Y | -57.8% | +13.4% | -71.2% | -60.1% |
| 3Y | -17.4% | +62.8% | -80.2% | -30.0% |
| All | +7.3% | +27.4% | -20.2% | -5.8% |
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