-59.0%
BSX vs Z
-64.6%
+5.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.4% | -3.8% |
| 7D | -8.2% | -11.6% | +3.4% | -6.9% |
| 30D | -15.8% | -8.5% | -7.3% | -15.0% |
| 3M | -10.8% | -7.9% | -2.9% | -10.4% |
| 6M | -38.4% | -29.1% | -9.3% | -36.9% |
| YTD | -54.8% | -54.2% | -0.6% | -52.0% |
| 1Y | -59.0% | -63.5% | +4.5% | -56.0% |
| All | -59.0% | -64.6% | +5.5% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling