-19.0%
BSX vs USB
+89.5%
-108.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.9% |
| 30D | +2.8% | +5.8% | -3.0% | +1.8% |
| 3M | -13.3% | -6.0% | -7.3% | -12.3% |
| 6M | -23.7% | +7.8% | -31.4% | -24.8% |
| YTD | -55.2% | +14.6% | -69.8% | -56.5% |
| 1Y | -56.8% | +31.8% | -88.6% | -59.3% |
| 3Y | -19.0% | +91.5% | -110.6% | -26.7% |
| All | -19.0% | +89.5% | -108.5% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling