+954.1%
BSX vs COO
+5,406.0%
-4,451.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.5% | -2.3% | +0.8% | -1.2% |
| 30D | +2.9% | +13.3% | -10.3% | +1.5% |
| 3M | -11.8% | -18.1% | +6.2% | -9.8% |
| 6M | -15.4% | +6.7% | -22.1% | -16.1% |
| YTD | -52.7% | -23.2% | -29.5% | -51.3% |
| 1Y | -56.0% | -12.3% | -43.7% | -55.4% |
| 3Y | -12.5% | -23.6% | +11.1% | -10.6% |
| 5Y | +7.6% | -38.7% | +46.3% | +12.4% |
| 10Y | +109.9% | +42.2% | +67.7% | +103.2% |
| All | +954.1% | +5,406.0% | -4,451.9% | +646.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling