+1,016.5%
BSX vs COO
+5,988.7%
-4,972.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +2.0% | -2.2% | +4.3% | +2.3% |
| 30D | +0.1% | -7.0% | +7.1% | +1.0% |
| 3M | -2.1% | +12.2% | -14.4% | -3.5% |
| 6M | -33.8% | -15.1% | -18.7% | -32.6% |
| YTD | -49.9% | -15.1% | -34.8% | -49.0% |
| 1Y | -55.4% | +2.3% | -57.8% | -55.7% |
| 3Y | -10.9% | -23.7% | +12.8% | -8.9% |
| 5Y | +6.4% | -38.9% | +45.3% | +11.2% |
| 10Y | +97.0% | +49.9% | +47.1% | +89.4% |
| All | +1,016.5% | +5,988.7% | -4,972.2% | +681.3% |
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