-3.1%
BSX vs OMC
+31.0%
-34.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.4% |
| 7D | -8.2% | -6.2% | -2.0% | -7.0% |
| 30D | -15.8% | -7.6% | -8.2% | -14.5% |
| 3M | -10.8% | +7.4% | -18.2% | -12.4% |
| 6M | -38.4% | +0.1% | -38.5% | -38.7% |
| YTD | -54.8% | +0.4% | -55.2% | -55.2% |
| 1Y | -59.0% | +7.8% | -66.8% | -60.2% |
| 3Y | -20.0% | +11.8% | -31.8% | -25.3% |
| 5Y | -3.1% | +32.5% | -35.5% | -20.1% |
| All | -3.1% | +31.0% | -34.0% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling