+7.3%
BSX vs COMP
-10.9%
+18.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +3.1% | +16.6% | -13.4% | +2.0% |
| 3M | -14.2% | -23.5% | +9.3% | -13.0% |
| 6M | -16.4% | +25.7% | -42.2% | -18.0% |
| YTD | -53.5% | -3.4% | -50.1% | -53.9% |
| 1Y | -57.8% | +7.6% | -65.4% | -58.4% |
| 3Y | -17.4% | +423.6% | -441.0% | -28.0% |
| All | +7.3% | -10.9% | +18.2% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling