-21.0%
BSX vs COST
+69.9%
-90.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.2% | -2.5% | -5.7% | -7.4% |
| 30D | -15.8% | -4.4% | -11.4% | -14.4% |
| 3M | -10.8% | -8.1% | -2.7% | -8.2% |
| 6M | -38.4% | -9.2% | -29.1% | -36.4% |
| YTD | -54.8% | +5.1% | -59.9% | -55.9% |
| 1Y | -59.0% | -5.1% | -54.0% | -58.5% |
| All | -21.0% | +69.9% | -90.9% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling