-55.4%
BSX vs COP
+46.5%
-101.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +2.0% | +3.0% | -1.0% | +2.0% |
| 30D | +0.1% | +17.5% | -17.4% | -0.3% |
| 3M | -2.1% | +13.4% | -15.5% | -2.9% |
| 6M | -33.8% | +17.7% | -51.5% | -33.9% |
| YTD | -49.9% | +46.6% | -96.5% | -49.4% |
| 1Y | -55.4% | +44.6% | -100.1% | -55.5% |
| All | -55.4% | +46.5% | -101.9% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling