-55.4%
BSX vs REPL
+161.1%
-216.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +2.0% | -3.0% | +5.0% | +2.1% |
| 30D | +0.1% | +27.1% | -27.0% | -0.1% |
| 3M | -2.1% | +52.4% | -54.5% | -2.8% |
| 6M | -33.8% | +107.4% | -141.3% | -35.6% |
| YTD | -49.9% | +54.7% | -104.6% | -51.0% |
| 1Y | -55.4% | +158.9% | -214.3% | -57.1% |
| All | -55.4% | +161.1% | -216.6% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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