+81.0%
BSX vs OMC
+34.2%
+46.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -10.1% | -4.4% | -5.7% | -8.8% |
| 30D | -16.4% | -7.6% | -8.8% | -14.5% |
| 3M | -8.9% | +4.5% | -13.4% | -10.6% |
| 6M | -38.3% | -0.3% | -38.0% | -38.7% |
| YTD | -54.9% | -0.1% | -54.8% | -55.7% |
| 1Y | -58.8% | +4.6% | -63.4% | -60.3% |
| 3Y | -21.2% | +10.5% | -31.7% | -28.0% |
| 5Y | -3.3% | +31.7% | -35.0% | -20.6% |
| All | +81.0% | +34.2% | +46.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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