+1,033.7%
BSX vs LIN
+10,749.5%
-9,715.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +4.6% | +3.6% | +1.0% | +3.1% |
| 30D | +5.8% | +6.4% | -0.6% | +3.2% |
| 3M | -6.5% | +6.5% | -13.0% | -8.8% |
| 6M | -20.3% | +4.9% | -25.1% | -21.9% |
| YTD | -53.2% | +23.4% | -76.6% | -57.4% |
| 1Y | -54.9% | +26.3% | -81.2% | -59.3% |
| 3Y | -15.0% | +38.0% | -53.0% | -26.7% |
| 5Y | +3.4% | +68.0% | -64.6% | -18.6% |
| 10Y | +107.1% | +437.1% | -330.1% | +2.7% |
| All | +1,033.7% | +10,749.5% | -9,715.7% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 all: compounded portfolio wealth divided by compounded LIN 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…
all analysis · Full analysis span regression · 6 months rolling