+735.4%
C vs BSX
+940.0%
-204.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.6% |
| 7D | +4.7% | -1.0% | +5.7% | +5.0% |
| 30D | +0.2% | +2.1% | -1.9% | -0.8% |
| 3M | -9.3% | -14.0% | +4.7% | -5.3% |
| 6M | -0.8% | -18.3% | +17.5% | +4.4% |
| YTD | +8.5% | -53.6% | +62.2% | +35.9% |
| 1Y | +23.1% | -57.6% | +80.6% | +58.8% |
| 3Y | +220.8% | -14.3% | +235.1% | +223.9% |
| 5Y | +112.4% | +5.1% | +107.3% | +98.2% |
| 10Y | +217.9% | +105.6% | +112.3% | +139.7% |
| All | +735.4% | +940.0% | -204.6% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling