-3.1%
BSX vs W
-63.9%
+60.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.5% | -4.0% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | -15.8% | -5.6% | -10.2% | -15.5% |
| 3M | -10.8% | +41.9% | -52.8% | -13.4% |
| 6M | -38.4% | +30.2% | -68.6% | -40.0% |
| YTD | -54.8% | -2.9% | -51.9% | -55.2% |
| 1Y | -59.0% | +11.6% | -70.6% | -59.9% |
| 3Y | -20.0% | +37.0% | -57.0% | -25.2% |
| 5Y | -3.1% | -62.8% | +59.8% | -4.6% |
| All | -3.1% | -63.9% | +60.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling