+252.1%
INTC vs BSX
+83.9%
+168.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +7.5% | -10.1% | +17.5% | +11.5% |
| 30D | +2.0% | -16.4% | +18.4% | +8.5% |
| 3M | -12.0% | -8.9% | -3.1% | -10.3% |
| 6M | +114.5% | -38.3% | +152.8% | +153.4% |
| YTD | +179.0% | -54.9% | +233.9% | +277.6% |
| 1Y | +318.3% | -58.8% | +377.1% | +489.9% |
| 3Y | +171.2% | -21.2% | +192.4% | +172.2% |
| 5Y | +107.6% | -3.3% | +110.9% | +85.0% |
| All | +252.1% | +83.9% | +168.2% | +138.7% |
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