+0.8%
META vs BSX
-53.7%
+54.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +1.2% |
| 7D | +2.9% | +8.0% | -5.1% | +2.5% |
| 30D | -15.1% | +8.1% | -23.1% | -15.5% |
| 3M | +7.2% | -6.7% | +13.9% | +7.4% |
| 6M | +3.4% | -19.4% | +22.8% | +3.6% |
| YTD | -4.3% | -51.9% | +47.6% | +1.8% |
| 1Y | +0.8% | -53.6% | +54.4% | +8.8% |
| All | +0.8% | -53.7% | +54.5% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling