-1.2%
BSX vs P
+283.1%
-284.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.0% |
| 7D | -6.4% | +7.8% | -14.3% | -7.0% |
| 30D | -8.8% | +12.3% | -21.1% | -9.7% |
| 3M | -7.6% | +37.1% | -44.7% | -10.1% |
| 6M | -37.0% | +66.1% | -103.0% | -39.9% |
| YTD | -52.8% | +50.9% | -103.8% | -54.9% |
| 1Y | -58.4% | +27.2% | -85.6% | -60.0% |
| 3Y | -16.5% | +158.7% | -175.2% | -29.6% |
| 5Y | -1.2% | +291.1% | -292.3% | -26.0% |
| All | -1.2% | +283.1% | -284.3% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling