+59.0%
BSX vs OTIS
+91.8%
-32.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.3% |
| 7D | -7.0% | -2.2% | -4.9% | -6.3% |
| 30D | -10.9% | -4.3% | -6.6% | -9.5% |
| 3M | -8.2% | -2.2% | -6.0% | -7.5% |
| 6M | -37.5% | -19.9% | -17.6% | -32.6% |
| YTD | -52.8% | -19.3% | -33.5% | -49.5% |
| 1Y | -58.4% | -19.6% | -38.8% | -55.4% |
| 3Y | -16.5% | -11.5% | -5.0% | -16.8% |
| 5Y | -1.0% | -16.8% | +15.8% | -0.8% |
| All | +59.0% | +91.8% | -32.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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