-17.6%
BSX vs WELL
+201.2%
-218.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -7.0% | -1.1% | -5.9% | -6.8% |
| 30D | -10.9% | +0.7% | -11.6% | -11.2% |
| 3M | -8.2% | +14.5% | -22.7% | -12.3% |
| 6M | -37.5% | +14.4% | -51.9% | -40.4% |
| YTD | -52.8% | +28.5% | -81.3% | -57.0% |
| 1Y | -58.4% | +41.8% | -100.2% | -63.4% |
| All | -17.6% | +201.2% | -218.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 3y: compounded portfolio wealth divided by compounded WELL 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…
3y analysis · Full analysis span regression · 6 months rolling