+935.7%
BSX vs COP
+4,431.2%
-3,495.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +3.7% | +4.4% | -0.7% | +2.4% |
| 30D | +3.1% | 0.0% | +3.2% | +2.8% |
| 3M | -14.2% | +15.0% | -29.2% | -18.2% |
| 6M | -16.4% | +22.0% | -38.4% | -21.8% |
| YTD | -53.5% | +55.3% | -108.8% | -59.8% |
| 1Y | -57.8% | +64.1% | -121.9% | -64.1% |
| 3Y | -17.4% | +34.1% | -51.5% | -27.4% |
| 5Y | +5.4% | +133.4% | -128.0% | -25.5% |
| 10Y | +106.2% | +338.6% | -232.4% | +7.3% |
| All | +935.7% | +4,431.2% | -3,495.5% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling