-21.0%
BSX vs HPE
+242.3%
-263.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.1% | -4.0% |
| 7D | -8.2% | +1.4% | -9.6% | -8.2% |
| 30D | -15.8% | +1.5% | -17.3% | -15.8% |
| 3M | -10.8% | +21.7% | -32.6% | -11.6% |
| 6M | -38.4% | +164.2% | -202.6% | -42.6% |
| YTD | -54.8% | +132.1% | -186.8% | -57.4% |
| 1Y | -59.0% | +130.6% | -189.7% | -61.5% |
| All | -21.0% | +242.3% | -263.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 3y: compounded portfolio wealth divided by compounded HPE 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…
3y analysis · Full analysis span regression · 6 months rolling