+24.2%
BSX vs U
-44.5%
+68.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +2.0% | -3.8% | +5.9% | +2.2% |
| 30D | +0.1% | +17.5% | -17.3% | -0.7% |
| 3M | -2.1% | +38.7% | -40.9% | -3.8% |
| 6M | -33.8% | +104.4% | -138.2% | -36.3% |
| YTD | -49.9% | -5.7% | -44.2% | -50.1% |
| 1Y | -55.4% | +3.7% | -59.1% | -56.1% |
| 3Y | -10.9% | +12.3% | -23.2% | -14.7% |
| 5Y | +6.4% | -68.8% | +75.2% | +1.8% |
| All | +24.2% | -44.5% | +68.7% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling