-21.2%
BSX vs ROKU
+83.2%
-104.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -10.1% | -0.4% | -9.7% | -10.1% |
| 30D | -16.4% | +2.1% | -18.5% | -16.6% |
| 3M | -8.9% | +29.5% | -38.4% | -11.1% |
| 6M | -38.3% | +53.8% | -92.1% | -40.9% |
| YTD | -54.9% | +42.8% | -97.7% | -56.6% |
| 1Y | -58.8% | +60.7% | -119.5% | -60.9% |
| 3Y | -21.2% | +83.9% | -105.1% | -27.1% |
| All | -21.2% | +83.2% | -104.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 3y: compounded portfolio wealth divided by compounded ROKU 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…
3y analysis · Full analysis span regression · 6 months rolling