-56.7%
BSX vs USB
+32.0%
-88.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +2.9% | +5.7% | -2.8% | +2.1% |
| 3M | -11.8% | -4.7% | -7.1% | -11.6% |
| 6M | -15.4% | +13.4% | -28.8% | -16.9% |
| YTD | -52.7% | +17.0% | -69.7% | -54.2% |
| All | -56.7% | +32.0% | -88.6% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling