+11.8%
BSX vs S
-56.8%
+68.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +2.0% | -7.7% | +9.8% | +2.7% |
| 30D | +0.1% | -5.3% | +5.5% | +0.4% |
| 3M | -2.1% | +20.3% | -22.4% | -4.0% |
| 6M | -33.8% | +47.4% | -81.2% | -36.3% |
| YTD | -49.9% | +32.5% | -82.4% | -51.4% |
| 1Y | -55.4% | +9.5% | -65.0% | -56.2% |
| 3Y | -10.9% | +15.5% | -26.4% | -14.2% |
| 5Y | +6.4% | -71.2% | +77.6% | +6.9% |
| All | +11.8% | -56.8% | +68.6% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling