-58.4%
BSX vs REPL
+136.9%
-195.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | 0.0% |
| 7D | -7.0% | -9.6% | +2.5% | -7.0% |
| 30D | -10.9% | +5.7% | -16.6% | -10.9% |
| 3M | -8.2% | +56.4% | -64.6% | -8.8% |
| 6M | -37.5% | +67.4% | -104.9% | -39.0% |
| YTD | -52.8% | +48.7% | -101.5% | -53.9% |
| 1Y | -58.4% | +148.3% | -206.7% | -60.0% |
| All | -58.4% | +136.9% | -195.3% | -60.0% |
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 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