+41.5%
BSX vs REPL
-6.0%
+47.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +2.0% | -3.0% | +5.0% | +2.1% |
| 30D | +0.1% | +27.1% | -27.0% | -0.7% |
| 3M | -2.1% | +52.4% | -54.5% | -5.0% |
| 6M | -33.8% | +107.4% | -141.3% | -38.9% |
| YTD | -49.9% | +54.7% | -104.6% | -53.2% |
| 1Y | -55.4% | +158.9% | -214.3% | -60.4% |
| 3Y | -10.9% | -23.7% | +12.9% | -22.7% |
| 5Y | +6.4% | -54.3% | +60.8% | -6.1% |
| All | +41.5% | -6.0% | +47.5% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling