-21.2%
BSX vs LUNR
+228.4%
-249.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | -0.2% |
| 7D | -10.1% | -3.1% | -7.0% | -10.0% |
| 30D | -16.4% | -15.3% | -1.1% | -16.0% |
| 3M | -8.9% | -53.2% | +44.3% | -6.9% |
| 6M | -38.3% | -22.2% | -16.1% | -38.8% |
| YTD | -54.9% | -11.6% | -43.3% | -55.6% |
| 1Y | -58.8% | +68.4% | -127.2% | -60.7% |
| 3Y | -21.2% | +216.8% | -238.0% | -23.2% |
| All | -21.2% | +228.4% | -249.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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