-53.6%
BSX vs UMC
+112.5%
-166.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +5.2% |
| 7D | +8.0% | -14.7% | +22.7% | +7.2% |
| 30D | +8.1% | -32.9% | +40.9% | +6.3% |
| 3M | -6.7% | -22.2% | +15.5% | -7.6% |
| 6M | -19.4% | +25.9% | -45.3% | -23.3% |
| YTD | -51.9% | +107.9% | -159.9% | -55.9% |
| 1Y | -53.6% | +115.0% | -168.7% | -57.0% |
| All | -53.6% | +112.5% | -166.2% | -57.0% |
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