-57.8%
BSX vs P
+23.6%
-81.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.2% |
| 7D | +3.7% | +11.6% | -7.9% | +4.2% |
| 30D | +3.1% | -23.7% | +26.8% | +2.1% |
| 3M | -14.2% | -8.0% | -6.2% | -14.4% |
| 6M | -16.4% | +27.9% | -44.3% | -15.0% |
| YTD | -53.5% | +61.2% | -114.7% | -52.5% |
| 1Y | -57.8% | +28.6% | -86.4% | -56.9% |
| All | -57.8% | +23.6% | -81.4% | -56.9% |
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