+23.9%
BSX vs COMP
-47.7%
+71.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +2.0% | +1.4% | +0.7% | +1.9% |
| 30D | +0.1% | -13.3% | +13.5% | +0.9% |
| 3M | -2.1% | +41.1% | -43.3% | -4.4% |
| 6M | -33.8% | +17.2% | -51.0% | -34.9% |
| YTD | -49.9% | +5.2% | -55.1% | -50.5% |
| 1Y | -55.4% | +18.9% | -74.4% | -56.4% |
| 3Y | -10.9% | +215.9% | -226.8% | -19.7% |
| 5Y | +6.4% | -31.2% | +37.6% | +2.5% |
| All | +23.9% | -47.7% | +71.6% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling