+96.5%
BSX vs USB
+107.5%
-11.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.0% | +1.4% | +0.6% | +1.5% |
| 30D | +0.1% | -1.3% | +1.4% | +0.5% |
| 3M | -2.1% | +15.2% | -17.4% | -7.0% |
| 6M | -33.8% | +18.8% | -52.6% | -37.8% |
| YTD | -49.9% | +21.0% | -70.9% | -53.4% |
| 1Y | -55.4% | +34.0% | -89.5% | -60.2% |
| 3Y | -10.9% | +95.3% | -106.2% | -32.8% |
| 5Y | +6.4% | +40.4% | -34.0% | -10.4% |
| All | +96.5% | +107.5% | -11.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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