+1,016.5%
BSX vs M
+624.9%
+391.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | +2.0% | +4.7% | -2.7% | +1.1% |
| 30D | +0.1% | -9.6% | +9.8% | +2.1% |
| 3M | -2.1% | +0.9% | -3.0% | -2.8% |
| 6M | -33.8% | +22.3% | -56.1% | -36.9% |
| YTD | -49.9% | +6.5% | -56.4% | -51.2% |
| 1Y | -55.4% | +38.8% | -94.2% | -59.1% |
| 3Y | -10.9% | +115.9% | -126.8% | -29.8% |
| 5Y | +6.4% | +28.6% | -22.2% | -13.6% |
| 10Y | +97.0% | -2.5% | +99.6% | +41.1% |
| All | +1,016.5% | +624.9% | +391.6% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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