+91.2%
BSX vs KEY
+167.1%
-75.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -7.0% | -0.3% | -6.7% | -7.0% |
| 30D | -10.9% | -3.3% | -7.6% | -10.2% |
| 3M | -8.2% | -0.7% | -7.4% | -8.1% |
| 6M | -37.5% | +12.5% | -50.0% | -39.4% |
| YTD | -52.8% | +8.4% | -61.3% | -54.1% |
| 1Y | -58.4% | +18.4% | -76.9% | -60.5% |
| 3Y | -16.5% | +123.3% | -139.9% | -34.9% |
| 5Y | -1.0% | +38.8% | -39.8% | -15.3% |
| 10Y | +91.2% | +169.3% | -78.1% | +33.1% |
| All | +91.2% | +167.1% | -75.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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