+81.0%
BSX vs UL
+66.7%
+14.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -10.1% | -3.4% | -6.7% | -8.9% |
| 30D | -16.4% | +0.5% | -16.9% | -16.6% |
| 3M | -8.9% | +7.2% | -16.1% | -11.4% |
| 6M | -38.3% | -3.1% | -35.2% | -37.9% |
| YTD | -54.9% | -2.7% | -52.2% | -54.9% |
| 1Y | -58.8% | -10.2% | -48.6% | -57.5% |
| 3Y | -21.2% | +20.3% | -41.5% | -28.7% |
| 5Y | -3.3% | +19.9% | -23.3% | -14.1% |
| All | +81.0% | +66.7% | +14.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling