+81.0%
BSX vs COST
+611.6%
-530.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -10.1% | -1.2% | -8.9% | -9.6% |
| 30D | -16.4% | -4.7% | -11.7% | -14.8% |
| 3M | -8.9% | -7.1% | -1.8% | -6.1% |
| 6M | -38.3% | -8.5% | -29.7% | -36.2% |
| YTD | -54.9% | +5.4% | -60.3% | -56.1% |
| 1Y | -58.8% | -5.6% | -53.2% | -58.1% |
| 3Y | -21.2% | +68.5% | -89.7% | -37.6% |
| 5Y | -3.3% | +105.2% | -108.6% | -31.4% |
| All | +81.0% | +611.6% | -530.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling