-56.4%
BSX vs COMP
+25.5%
-81.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.5% |
| 7D | -0.7% | +14.5% | -15.2% | -1.8% |
| 30D | +3.0% | +14.9% | -11.9% | +1.7% |
| 3M | -10.7% | -14.2% | +3.5% | -10.2% |
| 6M | -18.4% | +23.7% | -42.1% | -20.0% |
| YTD | -53.8% | +2.1% | -55.9% | -54.7% |
| All | -56.4% | +25.5% | -81.8% | -58.4% |
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