+325.8%
BSX vs EXEL
+264.7%
+61.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.6% |
| 7D | -6.4% | +1.4% | -7.8% | -6.6% |
| 30D | -8.8% | +6.7% | -15.4% | -9.6% |
| 3M | -7.6% | +11.5% | -19.1% | -9.1% |
| 6M | -37.0% | +38.8% | -75.8% | -39.8% |
| YTD | -52.8% | +31.6% | -84.4% | -54.7% |
| 1Y | -58.4% | +53.0% | -111.4% | -61.0% |
| 3Y | -16.5% | +160.8% | -177.3% | -28.2% |
| 5Y | -1.2% | +190.1% | -191.3% | -17.0% |
| 10Y | +83.7% | +367.0% | -283.2% | +35.8% |
| All | +325.8% | +264.7% | +61.1% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling