-16.5%
BSX vs COO
-23.3%
+6.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.2% |
| 7D | -6.4% | -2.3% | -4.2% | -5.9% |
| 30D | -8.8% | -8.8% | 0.0% | -6.7% |
| 3M | -7.6% | +1.3% | -9.0% | -7.9% |
| 6M | -37.0% | -11.6% | -25.4% | -35.5% |
| YTD | -52.8% | -17.4% | -35.4% | -51.1% |
| 1Y | -58.4% | -1.6% | -56.8% | -58.6% |
| 3Y | -16.5% | -22.6% | +6.1% | -15.5% |
| All | -16.5% | -23.3% | +6.8% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling