+1,008.5%
BSX vs O
+5,221.5%
-4,213.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | +3.7% | -0.4% | +4.1% | +3.9% |
| 30D | +3.1% | +7.1% | -4.0% | +0.9% |
| 3M | -14.2% | -5.2% | -9.0% | -12.6% |
| 6M | -16.4% | -1.8% | -14.7% | -15.9% |
| YTD | -53.5% | +9.1% | -62.6% | -55.0% |
| 1Y | -57.8% | +9.7% | -67.4% | -59.2% |
| 3Y | -17.4% | +39.1% | -56.6% | -27.1% |
| 5Y | +5.4% | +8.4% | -3.0% | +0.6% |
| 10Y | +106.2% | +80.2% | +26.1% | +62.7% |
| All | +1,008.5% | +5,221.5% | -4,213.0% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling