-3.1%
BSX vs COP
+189.0%
-192.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -8.2% | +1.0% | -9.2% | -8.3% |
| 30D | -15.8% | +9.6% | -25.4% | -16.7% |
| 3M | -10.8% | +15.0% | -25.9% | -12.3% |
| 6M | -38.4% | +21.8% | -60.1% | -39.8% |
| YTD | -54.8% | +49.6% | -104.4% | -56.9% |
| 1Y | -59.0% | +49.9% | -108.9% | -61.0% |
| 3Y | -20.0% | +22.6% | -42.6% | -23.1% |
| 5Y | -3.1% | +193.6% | -196.7% | -18.9% |
| All | -3.1% | +189.0% | -192.1% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling