-18.3%
BSX vs HD
+12.8%
-31.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +2.1% | +18.5% | -16.4% | -3.7% |
| 3M | -14.0% | +2.2% | -16.2% | -15.9% |
| 6M | -18.3% | +13.8% | -32.1% | -18.4% |
| All | -18.3% | +12.8% | -31.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 6mo: compounded portfolio wealth divided by compounded HD 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…
6mo analysis · Full analysis span regression · 6 months rolling