+50.0%
BSX vs ROKU
+875.4%
-825.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -8.2% | -2.6% | -5.6% | -8.0% |
| 30D | -15.8% | +2.1% | -17.9% | -16.0% |
| 3M | -10.8% | +31.8% | -42.6% | -13.0% |
| 6M | -38.4% | +53.3% | -91.7% | -40.8% |
| YTD | -54.8% | +42.1% | -96.9% | -56.4% |
| 1Y | -59.0% | +62.3% | -121.4% | -61.0% |
| 3Y | -20.0% | +84.6% | -104.6% | -26.7% |
| 5Y | -3.1% | -53.1% | +50.0% | -5.4% |
| All | +50.0% | +875.4% | -825.5% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling