+672.9%
BSX vs PSX
+1,159.1%
-486.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.3% |
| 7D | -6.4% | +2.8% | -9.3% | -7.1% |
| 30D | -8.8% | +27.8% | -36.5% | -14.5% |
| 3M | -7.6% | +42.0% | -49.7% | -15.9% |
| 6M | -37.0% | +58.1% | -95.1% | -44.5% |
| YTD | -52.8% | +105.0% | -157.9% | -61.5% |
| 1Y | -58.4% | +104.9% | -163.3% | -66.2% |
| 3Y | -16.5% | +134.1% | -150.6% | -36.5% |
| 5Y | -1.2% | +363.8% | -365.0% | -41.7% |
| 10Y | +83.7% | +370.1% | -286.4% | -0.8% |
| All | +672.9% | +1,159.1% | -486.3% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling