+16.6%
BSX vs COMP
-49.4%
+66.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -5.7% |
| 7D | -6.4% | +4.1% | -10.5% | -6.7% |
| 30D | -8.8% | -14.5% | +5.8% | -7.9% |
| 3M | -7.6% | +41.8% | -49.5% | -9.8% |
| 6M | -37.0% | +23.6% | -60.5% | -38.2% |
| YTD | -52.8% | +1.7% | -54.5% | -53.3% |
| 1Y | -58.4% | +12.6% | -71.0% | -59.2% |
| 3Y | -16.5% | +221.9% | -238.4% | -24.8% |
| 5Y | -1.2% | -28.1% | +27.0% | -4.7% |
| All | +16.6% | -49.4% | +66.0% | +19.1% |
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