-16.5%
BSX vs S
+13.8%
-30.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.7% |
| 7D | -6.4% | -5.8% | -0.6% | -5.9% |
| 30D | -8.8% | -9.2% | +0.4% | -8.2% |
| 3M | -7.6% | +23.4% | -31.0% | -10.0% |
| 6M | -37.0% | +36.9% | -73.9% | -39.3% |
| YTD | -52.8% | +29.5% | -82.4% | -54.4% |
| 1Y | -58.4% | +5.4% | -63.8% | -58.9% |
| 3Y | -16.5% | +14.7% | -31.2% | -20.6% |
| All | -16.5% | +13.8% | -30.3% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling