-21.2%
BSX vs COPX
+149.4%
-170.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -2.3% | -7.7% | -9.8% |
| 30D | -16.4% | +0.3% | -16.7% | -16.5% |
| 3M | -8.9% | +6.8% | -15.7% | -9.8% |
| 6M | -38.3% | +7.9% | -46.2% | -39.3% |
| YTD | -54.9% | +23.7% | -78.7% | -56.8% |
| 1Y | -58.8% | +71.5% | -130.3% | -62.7% |
| 3Y | -21.2% | +149.1% | -170.3% | -33.6% |
| All | -21.2% | +149.4% | -170.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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