-2.8%
BSX vs PSX
+362.1%
-364.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -10.1% | +1.7% | -11.8% | -10.3% |
| 30D | -16.4% | +15.6% | -32.0% | -17.8% |
| 3M | -8.9% | +46.5% | -55.3% | -12.9% |
| 6M | -38.3% | +55.0% | -93.3% | -41.5% |
| YTD | -54.9% | +105.3% | -160.2% | -59.0% |
| 1Y | -58.8% | +101.6% | -160.4% | -62.5% |
| 3Y | -21.2% | +134.1% | -155.4% | -31.4% |
| All | -2.8% | +362.1% | -364.9% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling