+81.0%
BSX vs UMC
+1,863.6%
-1,782.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.5% |
| 7D | -10.1% | +9.0% | -19.1% | -11.0% |
| 30D | -16.4% | +17.2% | -33.7% | -18.0% |
| 3M | -8.9% | +11.4% | -20.3% | -11.4% |
| 6M | -38.3% | +137.5% | -175.8% | -46.9% |
| YTD | -54.9% | +193.1% | -248.0% | -62.7% |
| 1Y | -58.8% | +240.3% | -299.1% | -66.8% |
| 3Y | -21.2% | +262.2% | -283.4% | -38.1% |
| 5Y | -3.3% | +143.1% | -146.5% | -21.1% |
| All | +81.0% | +1,863.6% | -1,782.6% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling