+113.3%
BSX vs Z
-16.5%
+129.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.2% |
| 7D | +3.7% | +0.8% | +2.9% | +3.5% |
| 30D | +3.1% | +5.2% | -2.1% | +2.3% |
| 3M | -14.2% | -17.0% | +2.8% | -12.2% |
| 6M | -16.4% | -22.7% | +6.2% | -14.0% |
| YTD | -53.5% | -56.3% | +2.8% | -48.5% |
| 1Y | -57.8% | -57.7% | -0.1% | -53.1% |
| 3Y | -17.4% | -16.5% | -0.9% | -19.1% |
| 5Y | +5.4% | -53.4% | +58.8% | +8.0% |
| All | +113.3% | -16.5% | +129.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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