-16.5%
BSX vs KMB
-8.5%
-8.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.5% |
| 7D | -6.4% | -2.7% | -3.7% | -6.0% |
| 30D | -8.8% | -5.0% | -3.8% | -7.9% |
| 3M | -7.6% | +6.6% | -14.2% | -8.5% |
| 6M | -37.0% | +1.0% | -37.9% | -37.1% |
| YTD | -52.8% | +6.0% | -58.8% | -53.2% |
| 1Y | -58.4% | -16.6% | -41.8% | -57.2% |
| 3Y | -16.5% | -8.6% | -7.9% | -18.4% |
| All | -16.5% | -8.5% | -8.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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