+177.9%
KO vs BSX
+84.4%
+93.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +1.4% |
| 7D | -1.1% | -8.2% | +7.1% | +1.0% |
| 30D | +1.6% | -15.8% | +17.4% | +6.0% |
| 3M | +5.8% | -10.8% | +16.6% | +8.5% |
| 6M | +14.3% | -38.4% | +52.7% | +28.4% |
| YTD | +27.3% | -54.8% | +82.1% | +55.3% |
| 1Y | +33.2% | -59.0% | +92.2% | +67.1% |
| 3Y | +64.5% | -20.0% | +84.5% | +63.3% |
| 5Y | +83.1% | -3.1% | +86.2% | +67.7% |
| All | +177.9% | +84.4% | +93.4% | +117.4% |
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