-17.6%
BSX vs COP
+21.4%
-39.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -7.0% | -0.5% | -6.6% | -7.0% |
| 30D | -10.9% | +11.7% | -22.6% | -11.9% |
| 3M | -8.2% | +17.7% | -25.9% | -9.8% |
| 6M | -37.5% | +18.3% | -55.8% | -38.6% |
| YTD | -52.8% | +49.1% | -101.9% | -54.9% |
| 1Y | -58.4% | +53.3% | -111.7% | -60.4% |
| All | -17.6% | +21.4% | -39.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling