+5.1%
BSX vs S
-70.0%
+75.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -1.5% |
| 7D | -1.0% | +4.1% | -5.0% | -1.3% |
| 30D | +2.1% | -7.2% | +9.2% | +2.5% |
| 3M | -14.0% | 0.0% | -14.0% | -14.5% |
| 6M | -18.3% | +41.6% | -59.9% | -21.4% |
| YTD | -53.6% | +48.6% | -102.2% | -55.8% |
| 1Y | -57.6% | +30.0% | -87.6% | -59.1% |
| 3Y | -14.3% | +42.2% | -56.4% | -19.4% |
| 5Y | +5.1% | -70.8% | +75.8% | +9.4% |
| All | +5.1% | -70.0% | +75.1% | +9.4% |
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