-21.2%
BSX vs KEYS
+154.3%
-175.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.7% |
| 7D | -10.1% | +3.5% | -13.6% | -10.4% |
| 30D | -16.4% | -4.5% | -11.9% | -16.0% |
| 3M | -8.9% | -0.4% | -8.5% | -9.3% |
| 6M | -38.3% | +19.1% | -57.4% | -40.5% |
| YTD | -54.9% | +66.7% | -121.6% | -59.3% |
| 1Y | -58.8% | +96.5% | -155.3% | -64.2% |
| 3Y | -21.2% | +155.2% | -176.4% | -36.5% |
| All | -21.2% | +154.3% | -175.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling