-57.8%
BSX vs EXEL
+60.1%
-117.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +3.7% | -0.8% | +4.5% | +3.8% |
| 30D | +3.1% | +13.1% | -10.0% | +2.1% |
| 3M | -14.2% | +36.3% | -50.6% | -15.9% |
| 6M | -16.4% | +34.5% | -51.0% | -18.3% |
| YTD | -53.5% | +57.4% | -110.9% | -55.4% |
| 1Y | -57.8% | +62.9% | -120.7% | -60.2% |
| All | -57.8% | +60.1% | -117.9% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling