-2.8%
BSX vs KEYS
+87.1%
-89.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.0% |
| 7D | -10.1% | +3.5% | -13.6% | -10.7% |
| 30D | -16.4% | -4.5% | -11.9% | -15.8% |
| 3M | -8.9% | -0.4% | -8.5% | -9.5% |
| 6M | -38.3% | +19.1% | -57.4% | -41.4% |
| YTD | -54.9% | +66.7% | -121.6% | -61.0% |
| 1Y | -58.8% | +96.5% | -155.3% | -66.0% |
| 3Y | -21.2% | +155.2% | -176.4% | -41.6% |
| All | -2.8% | +87.1% | -89.9% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling