+14.1%
BSX vs COMP
-49.2%
+63.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.6% |
| 7D | -0.7% | +14.5% | -15.2% | -1.6% |
| 30D | +3.0% | +14.9% | -11.9% | +2.0% |
| 3M | -10.7% | -14.2% | +3.5% | -10.1% |
| 6M | -18.4% | +23.7% | -42.1% | -19.8% |
| YTD | -53.8% | +2.1% | -55.9% | -54.4% |
| 1Y | -56.0% | +26.2% | -82.2% | -57.1% |
| 3Y | -14.4% | +470.9% | -485.3% | -25.7% |
| 5Y | +2.9% | -14.0% | +16.9% | -1.6% |
| All | +14.1% | -49.2% | +63.3% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling