+950.2%
BSX vs COST
+16,224.8%
-15,274.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -7.0% | -2.8% | -4.3% | -6.2% |
| 30D | -10.9% | -5.3% | -5.6% | -9.4% |
| 3M | -8.2% | -6.7% | -1.5% | -6.2% |
| 6M | -37.5% | -9.9% | -27.5% | -35.5% |
| YTD | -52.8% | +5.1% | -58.0% | -53.7% |
| 1Y | -58.4% | -7.3% | -51.1% | -57.6% |
| 3Y | -16.5% | +70.4% | -86.9% | -30.0% |
| 5Y | -1.0% | +104.4% | -105.4% | -22.6% |
| 10Y | +91.2% | +609.0% | -517.8% | +1.8% |
| All | +950.2% | +16,224.8% | -15,274.7% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling