+513.4%
BSX vs COPX
+200.8%
+312.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.3% |
| 7D | -7.0% | +6.0% | -13.0% | -8.7% |
| 30D | -10.9% | +6.4% | -17.3% | -12.7% |
| 3M | -8.2% | +19.3% | -27.5% | -13.8% |
| 6M | -37.5% | +16.2% | -53.7% | -41.5% |
| YTD | -52.8% | +33.2% | -86.0% | -58.1% |
| 1Y | -58.4% | +90.2% | -148.6% | -67.2% |
| 3Y | -16.5% | +175.7% | -192.2% | -43.7% |
| 5Y | -1.0% | +193.1% | -194.1% | -36.8% |
| 10Y | +91.2% | +619.4% | -528.2% | -18.2% |
| All | +513.4% | +200.8% | +312.6% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling