-53.6%
BSX vs XYZ
+19.9%
-73.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +15.3% | -10.0% | +4.5% |
| 7D | +8.0% | +16.5% | -8.5% | +7.2% |
| 30D | +8.1% | +15.0% | -6.9% | +7.2% |
| 3M | -6.7% | +3.5% | -10.2% | -7.4% |
| 6M | -19.4% | +21.9% | -41.3% | -19.6% |
| YTD | -51.9% | +34.6% | -86.6% | -52.1% |
| 1Y | -53.6% | +20.7% | -74.4% | -53.6% |
| All | -53.6% | +19.9% | -73.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling