+950.6%
BSX vs OMC
+4,000.5%
-3,049.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.2% |
| 7D | -6.4% | -5.8% | -0.7% | -4.5% |
| 30D | -8.8% | -4.8% | -4.0% | -7.3% |
| 3M | -7.6% | +9.2% | -16.9% | -11.1% |
| 6M | -37.0% | -2.5% | -34.5% | -36.9% |
| YTD | -52.8% | +2.6% | -55.4% | -54.3% |
| 1Y | -58.4% | +5.9% | -64.4% | -60.4% |
| 3Y | -16.5% | +14.2% | -30.7% | -25.0% |
| 5Y | -1.2% | +33.2% | -34.4% | -18.5% |
| 10Y | +83.7% | +33.4% | +50.3% | +44.5% |
| All | +950.6% | +4,000.5% | -3,049.8% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling