+207.0%
C vs BSX
+106.5%
+100.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | +4.2% | +3.7% | +0.4% | +2.4% |
| 30D | +2.0% | +3.1% | -1.1% | 0.0% |
| 3M | -10.1% | -14.2% | +4.1% | -4.3% |
| 6M | +1.0% | -16.4% | +17.4% | +7.5% |
| YTD | +8.5% | -53.5% | +62.0% | +53.1% |
| 1Y | +25.7% | -57.8% | +83.5% | +87.4% |
| 3Y | +216.0% | -17.4% | +233.4% | +211.3% |
| 5Y | +112.3% | +5.4% | +106.9% | +74.1% |
| All | +207.0% | +106.5% | +100.5% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling