-1.2%
BSX vs KEY
+39.4%
-40.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.7% |
| 7D | -6.4% | +2.7% | -9.2% | -6.8% |
| 30D | -8.8% | -3.2% | -5.6% | -8.4% |
| 3M | -7.6% | +1.0% | -8.6% | -7.8% |
| 6M | -37.0% | +11.9% | -48.8% | -38.0% |
| YTD | -52.8% | +8.7% | -61.5% | -53.5% |
| 1Y | -58.4% | +18.5% | -76.9% | -59.6% |
| 3Y | -16.5% | +124.0% | -140.5% | -26.9% |
| 5Y | -1.2% | +40.8% | -42.0% | -5.1% |
| All | -1.2% | +39.4% | -40.6% | -5.1% |
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 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