-2.8%
BSX vs WBD
+6.4%
-9.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -10.1% | -0.7% | -9.3% | -10.0% |
| 30D | -16.4% | +1.4% | -17.8% | -16.5% |
| 3M | -8.9% | +4.4% | -13.3% | -9.3% |
| 6M | -38.3% | +0.8% | -39.1% | -38.4% |
| YTD | -54.9% | -2.7% | -52.2% | -54.8% |
| 1Y | -58.8% | +73.4% | -132.2% | -61.2% |
| 3Y | -21.2% | +142.1% | -163.4% | -30.5% |
| All | -2.8% | +6.4% | -9.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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