+7.3%
BSX vs USB
+25.1%
-17.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | +3.7% | +2.6% | +1.1% | +3.2% |
| 30D | +3.1% | +8.4% | -5.3% | +1.4% |
| 3M | -14.2% | -5.5% | -8.7% | -13.2% |
| 6M | -16.4% | +17.7% | -34.2% | -19.3% |
| YTD | -53.5% | +17.6% | -71.1% | -55.3% |
| 1Y | -57.8% | +33.9% | -91.6% | -60.5% |
| 3Y | -17.4% | +103.8% | -121.3% | -30.8% |
| All | +7.3% | +25.1% | -17.8% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling