+15.2%
BSX vs U
-29.6%
+44.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | +0.1% |
| 7D | +3.7% | +2.6% | +1.2% | +3.6% |
| 30D | +3.1% | +27.6% | -24.4% | +1.8% |
| 3M | -14.2% | +15.3% | -29.6% | -15.0% |
| 6M | -16.4% | +96.4% | -112.8% | -19.4% |
| YTD | -53.5% | +19.6% | -73.1% | -54.3% |
| 1Y | -57.8% | +42.1% | -99.9% | -58.9% |
| 3Y | -17.4% | +87.5% | -105.0% | -23.2% |
| 5Y | +5.4% | -73.1% | +78.5% | -1.1% |
| All | +15.2% | -29.6% | +44.8% | +7.7% |
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