-53.6%
BSX vs U
+17.5%
-71.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.9% | +0.4% | +5.4% |
| 7D | +8.0% | +7.5% | +0.5% | +8.1% |
| 30D | +8.1% | -7.0% | +15.1% | +7.9% |
| 3M | -6.7% | +20.6% | -27.2% | -6.3% |
| 6M | -19.4% | +53.2% | -72.6% | -18.3% |
| YTD | -51.9% | -3.9% | -48.1% | -51.7% |
| 1Y | -53.6% | +18.4% | -72.0% | -53.3% |
| All | -53.6% | +17.5% | -71.2% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling