+81.5%
BSX vs EXEL
+386.3%
-304.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | -8.2% | -2.9% | -5.3% | -7.8% |
| 30D | -15.8% | +11.9% | -27.7% | -17.1% |
| 3M | -10.8% | +9.2% | -20.1% | -12.1% |
| 6M | -38.4% | +39.1% | -77.5% | -41.5% |
| YTD | -54.8% | +31.0% | -85.8% | -56.8% |
| 1Y | -59.0% | +52.3% | -111.4% | -61.9% |
| 3Y | -20.0% | +159.7% | -179.7% | -32.8% |
| 5Y | -3.1% | +187.7% | -190.8% | -20.9% |
| All | +81.5% | +386.3% | -304.8% | +39.1% |
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