+359.9%
CSCO vs BSX
+84.4%
+275.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.3% |
| 7D | -1.1% | -8.2% | +7.1% | +1.9% |
| 30D | -10.8% | -15.8% | +5.0% | -5.4% |
| 3M | -9.2% | -10.8% | +1.6% | -6.2% |
| 6M | +39.5% | -38.4% | +77.9% | +63.9% |
| YTD | +41.5% | -54.8% | +96.3% | +86.3% |
| 1Y | +61.0% | -59.0% | +120.0% | +120.4% |
| 3Y | +105.2% | -20.0% | +125.2% | +105.1% |
| 5Y | +113.4% | -3.1% | +116.5% | +91.3% |
| All | +359.9% | +84.4% | +275.4% | +218.4% |
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