+81.0%
BSX vs HPQ
+259.7%
-178.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -2.4% |
| 7D | -10.1% | +9.8% | -19.8% | -12.3% |
| 30D | -16.4% | +22.4% | -38.8% | -20.8% |
| 3M | -8.9% | +45.2% | -54.0% | -17.7% |
| 6M | -38.3% | +96.4% | -134.7% | -49.5% |
| YTD | -54.9% | +65.4% | -120.3% | -61.5% |
| 1Y | -58.8% | +31.6% | -90.4% | -62.6% |
| 3Y | -21.2% | +37.0% | -58.3% | -32.3% |
| 5Y | -3.3% | +53.0% | -56.3% | -24.1% |
| All | +81.0% | +259.7% | -178.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling