+26.0%
C vs BSX
-53.7%
+79.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.7% | +1.6% |
| 7D | +1.1% | +8.0% | -6.9% | +1.0% |
| 30D | -2.4% | +8.1% | -10.5% | -2.5% |
| 3M | -8.4% | -6.7% | -1.7% | -8.3% |
| 6M | +0.3% | -19.4% | +19.7% | +0.4% |
| YTD | +9.1% | -51.9% | +61.1% | +8.1% |
| 1Y | +26.0% | -53.6% | +79.7% | +25.5% |
| All | +26.0% | -53.7% | +79.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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