+822.3%
C vs BSX
+1,024.7%
-202.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | +3.6% | +2.0% | +1.6% | +2.8% |
| 30D | +0.1% | +0.1% | -0.1% | -0.3% |
| 3M | +2.4% | -2.1% | +4.6% | +2.5% |
| 6M | +24.9% | -33.8% | +58.7% | +41.1% |
| YTD | +19.8% | -49.9% | +69.7% | +47.0% |
| 1Y | +44.9% | -55.4% | +100.3% | +84.6% |
| 3Y | +263.0% | -10.9% | +273.8% | +263.1% |
| 5Y | +129.5% | +6.4% | +123.1% | +114.3% |
| 10Y | +291.6% | +97.0% | +194.6% | +199.8% |
| All | +822.3% | +1,024.7% | -202.4% | +347.1% |
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