-21.2%
BSX vs KWEB
-2.3%
-18.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -10.1% | -5.6% | -4.5% | -9.5% |
| 30D | -16.4% | -10.7% | -5.7% | -15.3% |
| 3M | -8.9% | -7.4% | -1.5% | -8.1% |
| 6M | -38.3% | -19.3% | -19.0% | -36.9% |
| YTD | -54.9% | -27.8% | -27.2% | -53.4% |
| 1Y | -58.8% | -35.9% | -22.9% | -57.0% |
| 3Y | -21.2% | -1.9% | -19.3% | -21.2% |
| All | -21.2% | -2.3% | -18.9% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling