+1,016.5%
BSX vs KEY
+470.1%
+546.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.0% | +2.2% | -0.2% | +1.5% |
| 30D | +0.1% | -3.0% | +3.1% | +0.8% |
| 3M | -2.1% | +3.3% | -5.5% | -3.1% |
| 6M | -33.8% | +9.2% | -43.0% | -35.4% |
| YTD | -49.9% | +10.6% | -60.5% | -51.4% |
| 1Y | -55.4% | +20.4% | -75.8% | -57.8% |
| 3Y | -10.9% | +121.8% | -132.7% | -29.7% |
| 5Y | +6.4% | +41.1% | -34.7% | -10.1% |
| 10Y | +97.0% | +168.5% | -71.5% | +32.0% |
| All | +1,016.5% | +470.1% | +546.4% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling