-21.2%
BSX vs OKE
+72.4%
-93.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -10.1% | +1.2% | -11.3% | -10.4% |
| 30D | -16.4% | +4.5% | -20.9% | -17.4% |
| 3M | -8.9% | +9.6% | -18.5% | -11.2% |
| 6M | -38.3% | +15.4% | -53.6% | -40.6% |
| YTD | -54.9% | +36.5% | -91.4% | -58.6% |
| 1Y | -58.8% | +39.0% | -97.8% | -62.5% |
| 3Y | -21.2% | +74.3% | -95.5% | -26.7% |
| All | -21.2% | +72.4% | -93.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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