+33.1%
BSX vs REPL
-9.7%
+42.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | 0.0% |
| 7D | -7.0% | -9.6% | +2.5% | -6.7% |
| 30D | -10.9% | +5.7% | -16.6% | -11.1% |
| 3M | -8.2% | +56.4% | -64.6% | -10.9% |
| 6M | -37.5% | +67.4% | -104.9% | -41.7% |
| YTD | -52.8% | +48.7% | -101.5% | -55.9% |
| 1Y | -58.4% | +148.3% | -206.7% | -62.9% |
| 3Y | -16.5% | -26.7% | +10.1% | -27.5% |
| 5Y | -1.0% | -54.1% | +53.2% | -12.9% |
| All | +33.1% | -9.7% | +42.8% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling