-1.2%
BSX vs REPL
-53.9%
+52.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.9% |
| 7D | -6.4% | -5.7% | -0.7% | -6.4% |
| 30D | -8.8% | +22.5% | -31.3% | -9.1% |
| 3M | -7.6% | +64.7% | -72.3% | -9.1% |
| 6M | -37.0% | +83.0% | -120.0% | -39.4% |
| YTD | -52.8% | +52.0% | -104.8% | -54.5% |
| 1Y | -58.4% | +144.5% | -202.9% | -60.9% |
| 3Y | -16.5% | -25.1% | +8.6% | -21.1% |
| 5Y | -1.2% | -52.9% | +51.7% | -7.3% |
| All | -1.2% | -53.9% | +52.7% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling