+81.0%
BSX vs WY
+7.6%
+73.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -10.1% | -4.2% | -5.9% | -8.7% |
| 30D | -16.4% | -10.1% | -6.3% | -13.2% |
| 3M | -8.9% | -8.5% | -0.4% | -6.3% |
| 6M | -38.3% | -3.3% | -34.9% | -38.0% |
| YTD | -54.9% | -4.4% | -50.5% | -54.7% |
| 1Y | -58.8% | -11.5% | -47.3% | -57.6% |
| 3Y | -21.2% | -24.3% | +3.1% | -16.3% |
| 5Y | -3.3% | -21.3% | +18.0% | -0.8% |
| All | +81.0% | +7.6% | +73.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling