+291.5%
C vs BSX
+84.4%
+207.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +2.5% |
| 7D | +0.3% | -8.2% | +8.5% | +4.3% |
| 30D | +2.0% | -15.8% | +17.8% | +10.3% |
| 3M | +4.4% | -10.8% | +15.2% | +9.1% |
| 6M | +28.3% | -38.4% | +66.7% | +59.1% |
| YTD | +20.5% | -54.8% | +75.3% | +73.0% |
| 1Y | +45.5% | -59.0% | +104.6% | +120.2% |
| 3Y | +274.0% | -20.0% | +294.0% | +275.7% |
| 5Y | +136.1% | -3.1% | +139.2% | +105.1% |
| All | +291.5% | +84.4% | +207.1% | +177.3% |
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