+91.2%
BSX vs P
+694.3%
-603.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.5% |
| 7D | -7.0% | +5.0% | -12.1% | -7.8% |
| 30D | -10.9% | -0.9% | -10.0% | -11.1% |
| 3M | -8.2% | +38.7% | -46.8% | -13.4% |
| 6M | -37.5% | +54.4% | -91.9% | -42.5% |
| YTD | -52.8% | +44.8% | -97.7% | -56.6% |
| 1Y | -58.4% | +22.5% | -80.9% | -61.3% |
| 3Y | -16.5% | +148.2% | -164.8% | -36.3% |
| 5Y | -1.0% | +268.9% | -269.9% | -33.3% |
| 10Y | +91.2% | +696.9% | -605.6% | +8.6% |
| All | +91.2% | +694.3% | -603.0% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling