+590.8%
BSX vs URA
-31.1%
+621.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +2.0% | +1.1% | +1.0% | +1.7% |
| 30D | +0.1% | +7.4% | -7.3% | -1.7% |
| 3M | -2.1% | -8.4% | +6.2% | -0.9% |
| 6M | -33.8% | -12.7% | -21.1% | -32.6% |
| YTD | -49.9% | +7.8% | -57.7% | -51.9% |
| 1Y | -55.4% | +19.5% | -74.9% | -59.0% |
| 3Y | -10.9% | +116.4% | -127.3% | -32.7% |
| 5Y | +6.4% | +134.3% | -127.9% | -25.8% |
| 10Y | +97.0% | +359.3% | -262.2% | +1.9% |
| All | +590.8% | -31.1% | +621.9% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling