+0.5%
BSX vs S
-57.1%
+57.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -10.1% | -0.7% | -9.4% | -10.0% |
| 30D | -16.4% | -11.4% | -5.0% | -15.7% |
| 3M | -8.9% | +33.8% | -42.7% | -11.4% |
| 6M | -38.3% | +39.5% | -77.8% | -40.4% |
| YTD | -54.9% | +31.7% | -86.6% | -56.3% |
| 1Y | -58.8% | +7.0% | -65.8% | -59.4% |
| 3Y | -21.2% | +11.8% | -33.0% | -24.0% |
| 5Y | -3.3% | -69.0% | +65.7% | -2.8% |
| All | +0.5% | -57.1% | +57.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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