+950.6%
BSX vs UL
+1,664.4%
-713.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.5% |
| 7D | -6.4% | -1.3% | -5.1% | -5.9% |
| 30D | -8.8% | +0.9% | -9.7% | -9.1% |
| 3M | -7.6% | +14.2% | -21.9% | -12.6% |
| 6M | -37.0% | -3.2% | -33.8% | -36.5% |
| YTD | -52.8% | -0.3% | -52.5% | -53.2% |
| 1Y | -58.4% | -8.8% | -49.6% | -57.4% |
| 3Y | -16.5% | +23.9% | -40.4% | -25.2% |
| 5Y | -1.2% | +21.4% | -22.5% | -12.3% |
| 10Y | +83.7% | +66.7% | +17.1% | +40.7% |
| All | +950.6% | +1,664.4% | -713.8% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling