-53.6%
BSX vs PSX
+97.5%
-151.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.9% | +4.7% |
| 7D | +8.0% | -5.2% | +13.2% | +7.2% |
| 30D | +8.1% | -3.7% | +11.8% | +7.5% |
| 3M | -6.7% | +26.8% | -33.4% | -5.1% |
| 6M | -19.4% | +47.3% | -66.7% | -16.8% |
| YTD | -51.9% | +105.4% | -157.4% | -47.8% |
| 1Y | -53.6% | +96.9% | -150.6% | -50.0% |
| All | -53.6% | +97.5% | -151.1% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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