-53.6%
BSX vs W
+21.5%
-75.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.0% | -5.7% | +4.0% |
| 7D | +8.0% | +8.4% | -0.4% | +6.9% |
| 30D | +8.1% | +16.5% | -8.4% | +6.0% |
| 3M | -6.7% | +6.4% | -13.1% | -7.7% |
| 6M | -19.4% | +90.5% | -109.9% | -26.4% |
| YTD | -51.9% | +23.1% | -75.0% | -52.1% |
| 1Y | -53.6% | +24.3% | -77.9% | -54.0% |
| All | -53.6% | +21.5% | -75.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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