-17.4%
BSX vs KDP
+28.1%
-45.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +3.7% | -0.8% | +4.5% | +3.8% |
| 30D | +3.1% | +9.7% | -6.6% | +1.9% |
| 3M | -14.2% | +17.6% | -31.8% | -15.9% |
| 6M | -16.4% | +25.8% | -42.2% | -18.6% |
| YTD | -53.5% | +33.9% | -87.4% | -55.1% |
| 1Y | -57.8% | +38.9% | -96.6% | -59.5% |
| 3Y | -17.4% | +26.8% | -44.2% | -18.7% |
| All | -17.4% | +28.1% | -45.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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