+56.0%
BSX vs USHY
+50.4%
+5.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.3% |
| 7D | -7.0% | -0.1% | -6.9% | -6.8% |
| 30D | -10.9% | 0.0% | -10.9% | -10.8% |
| 3M | -8.2% | +0.8% | -9.0% | -9.4% |
| 6M | -37.5% | +1.9% | -39.4% | -39.4% |
| YTD | -52.8% | +2.3% | -55.1% | -54.5% |
| 1Y | -58.4% | +4.1% | -62.6% | -61.1% |
| 3Y | -16.5% | +27.8% | -44.3% | -43.8% |
| 5Y | -1.0% | +21.5% | -22.5% | -25.8% |
| All | +56.0% | +50.4% | +5.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 all: compounded portfolio wealth divided by compounded USHY 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…
all analysis · Full analysis span regression · 6 months rolling