+15.9%
BSX vs COMP
-53.0%
+68.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +9.0% | +2.0% |
| 7D | +2.8% | +7.2% | -4.4% | +2.2% |
| 30D | +4.6% | +6.4% | -1.8% | +4.1% |
| 3M | -11.4% | -19.4% | +8.0% | -10.4% |
| 6M | -17.1% | +14.6% | -31.7% | -18.2% |
| YTD | -53.1% | -5.5% | -47.6% | -53.5% |
| 1Y | -55.7% | +13.7% | -69.4% | -56.6% |
| 3Y | -13.3% | +409.7% | -423.0% | -24.2% |
| 5Y | +5.3% | -17.0% | +22.3% | +0.9% |
| All | +15.9% | -53.0% | +68.9% | +18.7% |
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