+188.5%
BSX vs P
+485.4%
-296.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +2.0% | +6.5% | -4.5% | +1.1% |
| 30D | +0.1% | +18.8% | -18.7% | -2.5% |
| 3M | -2.1% | +26.7% | -28.9% | -6.1% |
| 6M | -33.8% | +62.2% | -96.0% | -39.2% |
| YTD | -49.9% | +48.5% | -98.4% | -53.7% |
| 1Y | -55.4% | +26.4% | -81.8% | -58.5% |
| 3Y | -10.9% | +159.4% | -170.3% | -30.6% |
| 5Y | +6.4% | +275.8% | -269.4% | -25.1% |
| 10Y | +97.0% | +732.0% | -635.0% | +18.0% |
| All | +188.5% | +485.4% | -296.9% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling