+2,896.3%
KLAC vs BSX
+83.9%
+2,812.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | -2.7% | -10.1% | +7.4% | +2.3% |
| 30D | -13.2% | -16.4% | +3.3% | -5.6% |
| 3M | -25.0% | -8.9% | -16.1% | -23.0% |
| 6M | +23.6% | -38.3% | +61.9% | +53.6% |
| YTD | +49.2% | -54.9% | +104.1% | +117.9% |
| 1Y | +89.3% | -58.8% | +148.1% | +190.2% |
| 3Y | +274.4% | -21.2% | +295.6% | +280.0% |
| 5Y | +440.9% | -3.3% | +444.3% | +376.3% |
| All | +2,896.3% | +83.9% | +2,812.4% | +1,798.5% |
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 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