+1.1%
BSX vs S
-71.0%
+72.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -7.0% | -1.2% | -5.8% | -6.9% |
| 30D | -10.9% | -12.6% | +1.7% | -10.0% |
| 3M | -8.2% | +27.6% | -35.7% | -10.5% |
| 6M | -37.5% | +35.5% | -72.9% | -39.5% |
| YTD | -52.8% | +29.6% | -82.4% | -54.3% |
| 1Y | -58.4% | +8.1% | -66.5% | -59.1% |
| 3Y | -16.5% | +14.8% | -31.3% | -19.8% |
| All | +1.1% | -71.0% | +72.1% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling