-53.6%
BSX vs P
+19.7%
-73.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.0% | +10.3% | +5.0% |
| 7D | +8.0% | -19.4% | +27.3% | +7.0% |
| 30D | +8.1% | -22.3% | +30.4% | +7.1% |
| 3M | -6.7% | +33.2% | -39.8% | -5.5% |
| 6M | -19.4% | +53.6% | -73.0% | -17.2% |
| YTD | -51.9% | +66.8% | -118.7% | -50.7% |
| 1Y | -53.6% | +17.5% | -71.2% | -52.4% |
| All | -53.6% | +19.7% | -73.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling