-1.0%
BSX vs HWM
+658.8%
-659.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -7.0% | -8.0% | +1.0% | -5.1% |
| 30D | -10.9% | -18.0% | +7.1% | -6.5% |
| 3M | -8.2% | -9.5% | +1.3% | -6.5% |
| 6M | -37.5% | -8.4% | -29.1% | -36.8% |
| YTD | -52.8% | +13.6% | -66.5% | -55.3% |
| 1Y | -58.4% | +30.2% | -88.6% | -62.3% |
| 3Y | -16.5% | +392.2% | -408.8% | -51.8% |
| 5Y | -1.0% | +645.2% | -646.2% | -52.6% |
| All | -1.0% | +658.8% | -659.8% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 5y: compounded portfolio wealth divided by compounded HWM 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…
5y analysis · Full analysis span regression · 6 months rolling