-57.8%
BSX vs REPL
+144.6%
-202.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | +3.1% | +92.2% | -89.1% | +2.7% |
| 3M | -14.2% | +44.1% | -58.3% | -14.4% |
| 6M | -16.4% | +313.0% | -329.5% | -17.0% |
| YTD | -53.5% | +125.2% | -178.7% | -55.3% |
| 1Y | -57.8% | +143.8% | -201.5% | -59.5% |
| All | -57.8% | +144.6% | -202.3% | -59.5% |
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