+379.6%
BSX vs UMC
+292.9%
+86.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.7% |
| 7D | -7.0% | +13.6% | -20.7% | -9.1% |
| 30D | -10.9% | +20.8% | -31.7% | -13.8% |
| 3M | -8.2% | +16.1% | -24.3% | -12.3% |
| 6M | -37.5% | +137.3% | -174.8% | -48.0% |
| YTD | -52.8% | +193.8% | -246.6% | -62.6% |
| 1Y | -58.4% | +236.1% | -294.5% | -67.9% |
| 3Y | -16.5% | +267.1% | -283.6% | -37.6% |
| 5Y | -1.0% | +145.3% | -146.3% | -22.1% |
| 10Y | +91.2% | +1,857.3% | -1,766.1% | -4.5% |
| All | +379.6% | +292.9% | +86.7% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling