-14.2%
BSX vs USAR
-18.3%
+4.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +1.0% |
| 7D | -1.5% | +0.8% | -2.3% | -1.5% |
| 30D | +2.9% | -30.1% | +33.0% | +3.1% |
| 3M | -11.8% | -56.3% | +44.5% | -11.5% |
| 6M | -15.4% | -68.6% | +53.1% | -15.0% |
| YTD | -52.7% | -30.5% | -22.1% | -52.3% |
| 1Y | -56.0% | -53.5% | -2.5% | -55.7% |
| 3Y | -12.5% | -19.3% | +6.8% | -6.6% |
| All | -14.2% | -18.3% | +4.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling