+944.1%
BSX vs KEY
+448.5%
+495.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | +2.8% | +0.5% | +2.2% | +2.7% |
| 30D | +4.6% | +6.9% | -2.2% | +3.0% |
| 3M | -11.4% | -5.0% | -6.4% | -10.3% |
| 6M | -17.1% | +0.7% | -17.8% | -17.4% |
| YTD | -53.1% | +6.5% | -59.6% | -54.1% |
| 1Y | -55.7% | +22.6% | -78.3% | -58.2% |
| 3Y | -13.3% | +125.3% | -138.6% | -31.6% |
| 5Y | +5.3% | +13.9% | -8.6% | -5.9% |
| 10Y | +104.3% | +105.3% | -1.0% | +46.6% |
| All | +944.1% | +448.5% | +495.6% | +258.8% |
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 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