-2.8%
BSX vs LOW
+5.4%
-8.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -3.7% | -6.4% | -9.3% |
| 30D | -16.4% | -8.9% | -7.5% | -14.6% |
| 3M | -8.9% | -10.4% | +1.5% | -6.6% |
| 6M | -38.3% | -19.4% | -18.9% | -35.4% |
| YTD | -54.9% | -17.1% | -37.8% | -53.4% |
| 1Y | -58.8% | -26.3% | -32.5% | -56.1% |
| 3Y | -21.2% | -9.9% | -11.3% | -21.5% |
| All | -2.8% | +5.4% | -8.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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