+113.3%
BSX vs EXEL
+320.7%
-207.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.7% | -0.8% | +4.5% | +3.8% |
| 30D | +3.1% | +13.1% | -10.0% | +1.1% |
| 3M | -14.2% | +36.3% | -50.6% | -18.2% |
| 6M | -16.4% | +34.5% | -51.0% | -20.4% |
| YTD | -53.5% | +57.4% | -110.9% | -57.0% |
| 1Y | -57.8% | +62.9% | -120.7% | -61.1% |
| 3Y | -17.4% | +229.5% | -247.0% | -34.1% |
| 5Y | +5.4% | +281.2% | -275.8% | -19.1% |
| All | +113.3% | +320.7% | -207.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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