+1,095.0%
BSX vs O
+5,387.7%
-4,292.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +2.0% | -0.7% | +2.8% | +2.3% |
| 30D | +0.1% | -1.9% | +2.0% | +0.7% |
| 3M | -2.1% | +3.8% | -6.0% | -3.4% |
| 6M | -33.8% | -4.7% | -29.1% | -32.8% |
| YTD | -49.9% | +12.5% | -62.3% | -52.0% |
| 1Y | -55.4% | +10.8% | -66.3% | -57.1% |
| 3Y | -10.9% | +28.8% | -39.6% | -19.4% |
| 5Y | +6.4% | +13.2% | -6.8% | -0.1% |
| 10Y | +97.0% | +53.5% | +43.6% | +62.7% |
| All | +1,095.0% | +5,387.7% | -4,292.7% | +339.1% |
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