+81.0%
BSX vs XYZ
+610.4%
-529.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | -4.3% | -5.8% | -9.5% |
| 30D | -16.4% | +1.2% | -17.6% | -16.6% |
| 3M | -8.9% | +14.6% | -23.5% | -11.0% |
| 6M | -38.3% | +22.6% | -60.8% | -40.7% |
| YTD | -54.9% | +21.7% | -76.6% | -56.9% |
| 1Y | -58.8% | +6.7% | -65.5% | -60.0% |
| 3Y | -21.2% | +46.8% | -68.1% | -30.7% |
| 5Y | -3.3% | -68.0% | +64.7% | +4.8% |
| All | +81.0% | +610.4% | -529.4% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling