+2.9%
BSX vs KEY
+16.6%
-13.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +3.0% | +7.2% | -4.2% | +2.1% |
| 3M | -10.7% | -4.9% | -5.8% | -10.1% |
| 6M | -18.4% | +1.1% | -19.4% | -18.5% |
| YTD | -53.8% | +6.8% | -60.6% | -54.4% |
| 1Y | -56.0% | +23.3% | -79.3% | -57.4% |
| 3Y | -14.4% | +126.1% | -140.5% | -24.8% |
| 5Y | +2.9% | +15.2% | -12.3% | +5.8% |
| All | +2.9% | +16.6% | -13.7% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling