+81.0%
BSX vs KWEB
-19.7%
+100.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -10.1% | -5.6% | -4.5% | -9.2% |
| 30D | -16.4% | -10.7% | -5.7% | -14.8% |
| 3M | -8.9% | -7.4% | -1.5% | -7.7% |
| 6M | -38.3% | -19.3% | -19.0% | -36.1% |
| YTD | -54.9% | -27.8% | -27.2% | -52.5% |
| 1Y | -58.8% | -35.9% | -22.9% | -55.8% |
| 3Y | -21.2% | -1.9% | -19.3% | -23.2% |
| 5Y | -3.3% | -43.2% | +39.9% | +3.0% |
| All | +81.0% | -19.7% | +100.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling