-57.6%
BSX vs RF
+18.0%
-75.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.0% | +0.4% | -1.3% | -1.0% |
| 30D | +2.1% | +5.6% | -3.5% | +1.6% |
| 3M | -14.0% | -8.9% | -5.2% | -13.5% |
| 6M | -18.3% | +7.1% | -25.4% | -18.5% |
| YTD | -53.6% | +8.3% | -62.0% | -54.8% |
| 1Y | -57.6% | +16.8% | -74.4% | -59.5% |
| All | -57.6% | +18.0% | -75.6% | -59.5% |
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