+1,185.4%
BSX vs BWA
+3,445.0%
-2,259.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.7% |
| 7D | -10.1% | -1.3% | -8.8% | -9.7% |
| 30D | -16.4% | -2.9% | -13.5% | -15.8% |
| 3M | -8.9% | -10.7% | +1.8% | -6.4% |
| 6M | -38.3% | +26.5% | -64.7% | -43.1% |
| YTD | -54.9% | +49.1% | -104.0% | -61.0% |
| 1Y | -58.8% | +52.1% | -110.9% | -64.7% |
| 3Y | -21.2% | +72.6% | -93.8% | -36.9% |
| 5Y | -3.3% | +89.4% | -92.7% | -26.6% |
| 10Y | +82.8% | +157.7% | -74.9% | +19.3% |
| All | +1,185.4% | +3,445.0% | -2,259.6% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling