-17.7%
BSX vs Z
-20.9%
+3.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -1.0% | -4.9% | +3.9% | -0.3% |
| 30D | +2.1% | +3.0% | -0.9% | +1.8% |
| 3M | -14.0% | -13.4% | -0.6% | -12.7% |
| 6M | -18.3% | -27.3% | +9.0% | -15.7% |
| YTD | -53.6% | -57.8% | +4.1% | -49.6% |
| 1Y | -57.6% | -60.0% | +2.5% | -53.6% |
| All | -17.7% | -20.9% | +3.2% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling