+101.6%
BSX vs RF
+277.2%
-175.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.3% |
| 7D | -0.7% | -0.1% | -0.5% | -0.6% |
| 30D | +3.0% | +7.0% | -4.0% | +1.1% |
| 3M | -10.7% | -7.0% | -3.7% | -8.9% |
| 6M | -18.4% | +6.8% | -25.2% | -20.0% |
| YTD | -53.8% | +9.9% | -63.7% | -55.4% |
| 1Y | -56.0% | +21.1% | -77.1% | -58.8% |
| 3Y | -14.4% | +119.6% | -134.0% | -35.0% |
| 5Y | +2.9% | +46.2% | -43.3% | -13.5% |
| 10Y | +101.6% | +261.5% | -160.0% | +32.3% |
| All | +101.6% | +277.2% | -175.6% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling