+81.5%
BSX vs O
+54.2%
+27.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -8.2% | -3.5% | -4.7% | -6.8% |
| 30D | -15.8% | -3.3% | -12.5% | -14.6% |
| 3M | -10.8% | -2.8% | -8.0% | -9.7% |
| 6M | -38.4% | -5.8% | -32.6% | -36.9% |
| YTD | -54.8% | +9.4% | -64.2% | -56.7% |
| 1Y | -59.0% | +5.7% | -64.7% | -60.2% |
| 3Y | -20.0% | +27.2% | -47.2% | -29.6% |
| 5Y | -3.1% | +17.2% | -20.2% | -12.2% |
| All | +81.5% | +54.2% | +27.2% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling