-55.4%
BSX vs COMP
+22.2%
-77.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +2.0% | +1.4% | +0.7% | +1.9% |
| 30D | +0.1% | -13.3% | +13.5% | +1.0% |
| 3M | -2.1% | +41.1% | -43.3% | -4.5% |
| 6M | -33.8% | +17.2% | -51.0% | -34.9% |
| YTD | -49.9% | +5.2% | -55.1% | -50.6% |
| 1Y | -55.4% | +18.9% | -74.4% | -57.3% |
| All | -55.4% | +22.2% | -77.6% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling