+935.7%
BSX vs COO
+5,381.5%
-4,445.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +3.7% | +0.5% | +3.3% | +3.7% |
| 30D | +3.1% | +14.2% | -11.0% | +1.6% |
| 3M | -14.2% | -18.2% | +4.0% | -12.2% |
| 6M | -16.4% | +5.3% | -21.8% | -17.0% |
| YTD | -53.5% | -23.6% | -29.9% | -52.1% |
| 1Y | -57.8% | -12.7% | -45.1% | -57.2% |
| 3Y | -17.4% | -24.2% | +6.7% | -15.6% |
| 5Y | +5.4% | -40.0% | +45.4% | +10.4% |
| 10Y | +106.2% | +41.6% | +64.7% | +99.8% |
| All | +935.7% | +5,381.5% | -4,445.8% | +633.3% |
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