+81.5%
BSX vs COO
+17.5%
+63.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.7% | +10.5% | +2.8% |
| 7D | -8.2% | -23.3% | +15.1% | +3.5% |
| 30D | -15.8% | -29.5% | +13.7% | -1.3% |
| 3M | -10.8% | -20.0% | +9.1% | -1.8% |
| 6M | -38.4% | -27.2% | -11.2% | -29.2% |
| YTD | -54.8% | -33.9% | -20.9% | -45.8% |
| 1Y | -59.0% | -19.9% | -39.1% | -55.6% |
| 3Y | -20.0% | -38.1% | +18.1% | -6.7% |
| 5Y | -3.1% | -52.0% | +48.9% | +29.4% |
| All | +81.5% | +17.5% | +63.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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