-13.3%
BSX vs URA
+41.9%
-55.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.3% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +4.6% | -14.8% | +19.4% | +6.3% |
| 3M | -11.4% | -25.3% | +13.9% | -8.8% |
| 6M | -17.1% | -39.9% | +22.8% | -12.6% |
| YTD | -53.1% | -22.4% | -30.7% | -52.0% |
| 1Y | -55.7% | -29.0% | -26.7% | -54.3% |
| 3Y | -13.3% | +41.0% | -54.3% | -22.9% |
| All | -13.3% | +41.9% | -55.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling