+83.7%
BSX vs RF
+334.9%
-251.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.6% |
| 7D | -6.4% | +2.7% | -9.1% | -7.2% |
| 30D | -8.8% | -3.4% | -5.4% | -7.9% |
| 3M | -7.6% | +6.4% | -14.0% | -9.4% |
| 6M | -37.0% | +13.4% | -50.4% | -39.4% |
| YTD | -52.8% | +14.2% | -67.1% | -55.0% |
| 1Y | -58.4% | +15.7% | -74.1% | -60.5% |
| 3Y | -16.5% | +91.3% | -107.8% | -33.9% |
| 5Y | -1.2% | +89.8% | -90.9% | -23.8% |
| 10Y | +83.7% | +336.7% | -252.9% | +6.7% |
| All | +83.7% | +334.9% | -251.2% | +6.7% |
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 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