-19.0%
BSX vs COMP
+353.8%
-372.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.7% | -15.0% | -4.9% |
| 7D | +1.8% | +13.4% | -11.6% | +1.0% |
| 30D | +2.8% | +11.1% | -8.3% | +2.1% |
| 3M | -13.3% | -18.8% | +5.6% | -12.5% |
| 6M | -23.7% | +10.5% | -34.2% | -24.4% |
| YTD | -55.2% | -3.4% | -51.8% | -55.5% |
| 1Y | -56.8% | +19.7% | -76.5% | -57.7% |
| 3Y | -19.0% | +381.6% | -400.7% | -22.8% |
| All | -19.0% | +353.8% | -372.8% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling