+2.9%
BSX vs USB
+26.3%
-23.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.4% | +2.4% |
| 7D | -0.7% | +0.8% | -1.4% | -0.8% |
| 30D | +3.0% | +6.8% | -3.8% | +1.7% |
| 3M | -10.7% | -3.8% | -6.9% | -10.1% |
| 6M | -18.4% | +11.7% | -30.1% | -20.3% |
| YTD | -53.8% | +17.5% | -71.3% | -55.6% |
| 1Y | -56.0% | +33.8% | -89.7% | -58.9% |
| 3Y | -14.4% | +104.2% | -118.6% | -28.3% |
| 5Y | +2.9% | +26.4% | -23.5% | +1.4% |
| All | +2.9% | +26.3% | -23.5% | +1.4% |
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