+104.3%
BSX vs P
+691.2%
-586.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.7% |
| 7D | +2.8% | -13.3% | +16.1% | +4.5% |
| 30D | +4.6% | -34.0% | +38.6% | +9.8% |
| 3M | -11.4% | +4.1% | -15.5% | -13.4% |
| 6M | -17.1% | +30.5% | -47.6% | -22.6% |
| YTD | -53.1% | +52.2% | -105.3% | -57.8% |
| 1Y | -55.7% | +10.3% | -66.0% | -58.4% |
| 3Y | -13.3% | +180.9% | -194.2% | -36.4% |
| 5Y | +5.3% | +259.7% | -254.4% | -29.5% |
| 10Y | +104.3% | +652.6% | -548.3% | +11.7% |
| All | +104.3% | +691.2% | -586.9% | +11.7% |
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