+950.6%
BSX vs WY
+452.0%
+498.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.4% |
| 7D | -6.4% | -2.1% | -4.4% | -5.8% |
| 30D | -8.8% | -10.5% | +1.7% | -5.4% |
| 3M | -7.6% | -4.9% | -2.8% | -6.4% |
| 6M | -37.0% | -4.9% | -32.0% | -36.3% |
| YTD | -52.8% | -1.7% | -51.2% | -53.1% |
| 1Y | -58.4% | -9.4% | -49.0% | -57.6% |
| 3Y | -16.5% | -22.3% | +5.8% | -12.4% |
| 5Y | -1.2% | -20.5% | +19.4% | +1.3% |
| 10Y | +83.7% | +4.9% | +78.8% | +61.5% |
| All | +950.6% | +452.0% | +498.7% | +427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling