-18.3%
BSX vs USAR
+53.8%
-72.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.3% |
| 7D | -10.1% | -11.6% | +1.6% | -10.0% |
| 30D | -16.4% | -15.5% | -0.9% | -16.4% |
| 3M | -8.9% | -31.0% | +22.1% | -8.8% |
| 6M | -38.3% | -26.2% | -12.1% | -38.4% |
| YTD | -54.9% | +30.8% | -85.7% | -54.7% |
| 1Y | -58.8% | +7.1% | -65.9% | -58.6% |
| 3Y | -21.2% | +53.0% | -74.2% | -15.2% |
| All | -18.3% | +53.8% | -72.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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