+418.8%
META vs BSX
+85.2%
+333.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +10.3% | -7.0% | +17.3% | +13.6% |
| 30D | +9.9% | -10.9% | +20.8% | +15.1% |
| 3M | +11.9% | -8.2% | +20.1% | +15.3% |
| 6M | +1.2% | -37.5% | +38.6% | +22.1% |
| YTD | -0.8% | -52.8% | +52.1% | +35.6% |
| 1Y | -14.3% | -58.4% | +44.1% | +24.6% |
| 3Y | +121.4% | -16.5% | +137.9% | +123.6% |
| 5Y | +74.5% | -1.0% | +75.4% | +59.6% |
| 10Y | +418.8% | +91.2% | +327.6% | +239.4% |
| All | +418.8% | +85.2% | +333.7% | +239.4% |
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