-17.6%
BSX vs USAR
+67.7%
-85.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | -7.0% | -4.4% | -2.6% | -7.0% |
| 30D | -10.9% | -10.4% | -0.5% | -10.9% |
| 3M | -8.2% | -18.4% | +10.2% | -8.1% |
| 6M | -37.5% | -8.8% | -28.6% | -37.6% |
| YTD | -52.8% | +43.4% | -96.2% | -52.7% |
| 1Y | -58.4% | +21.0% | -79.4% | -58.3% |
| All | -17.6% | +67.7% | -85.3% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling