+216.5%
C vs BSX
-15.6%
+232.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -0.4% | -1.5% | +1.1% | -0.2% |
| 30D | -5.3% | +2.9% | -8.3% | -6.0% |
| 3M | -8.0% | -11.8% | +3.8% | -6.0% |
| 6M | -0.3% | -15.4% | +15.2% | +2.5% |
| YTD | +8.6% | -52.7% | +61.3% | +30.2% |
| 1Y | +25.8% | -56.0% | +81.8% | +56.0% |
| All | +216.5% | -15.6% | +232.1% | +258.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling