+155.3%
BSX vs XYZ
+615.2%
-459.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -5.4% |
| 7D | -6.4% | +2.9% | -9.3% | -6.8% |
| 30D | -8.8% | +1.4% | -10.2% | -9.0% |
| 3M | -7.6% | +14.6% | -22.2% | -9.8% |
| 6M | -37.0% | +20.8% | -57.7% | -39.2% |
| YTD | -52.8% | +23.1% | -75.9% | -54.9% |
| 1Y | -58.4% | +5.6% | -64.1% | -59.5% |
| 3Y | -16.5% | +50.9% | -67.4% | -26.4% |
| 5Y | -1.2% | -68.6% | +67.4% | +6.5% |
| 10Y | +83.7% | +580.0% | -496.2% | +16.7% |
| All | +155.3% | +615.2% | -459.9% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling