-55.4%
BSX vs RF
+16.9%
-72.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.0% | +1.3% | +0.7% | +1.9% |
| 30D | +0.1% | -3.6% | +3.7% | +0.4% |
| 3M | -2.1% | +8.1% | -10.2% | -2.7% |
| 6M | -33.8% | +11.5% | -45.3% | -34.4% |
| YTD | -49.9% | +15.6% | -65.4% | -51.0% |
| 1Y | -55.4% | +15.7% | -71.1% | -56.7% |
| All | -55.4% | +16.9% | -72.4% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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