+163.2%
BSX vs HPE
+631.3%
-468.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -1.1% |
| 7D | -7.0% | +13.6% | -20.7% | -9.8% |
| 30D | -10.9% | +7.7% | -18.6% | -12.7% |
| 3M | -8.2% | +22.4% | -30.5% | -13.2% |
| 6M | -37.5% | +172.6% | -210.1% | -52.4% |
| YTD | -52.8% | +147.5% | -200.4% | -63.5% |
| 1Y | -58.4% | +151.8% | -210.2% | -68.2% |
| 3Y | -16.5% | +267.1% | -283.6% | -45.7% |
| 5Y | -1.0% | +362.8% | -363.7% | -42.1% |
| 10Y | +91.2% | +540.2% | -448.9% | -4.9% |
| All | +163.2% | +631.3% | -468.1% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling