-55.4%
BSX vs UMC
+209.4%
-264.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +2.0% |
| 7D | +2.0% | +5.0% | -2.9% | +2.2% |
| 30D | +0.1% | +7.7% | -7.5% | +0.4% |
| 3M | -2.1% | +1.7% | -3.8% | -3.0% |
| 6M | -33.8% | +113.9% | -147.7% | -37.4% |
| YTD | -49.9% | +168.9% | -218.8% | -53.0% |
| 1Y | -55.4% | +207.2% | -262.6% | -58.5% |
| All | -55.4% | +209.4% | -264.9% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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