-14.3%
META vs BSX
-58.3%
+44.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +10.3% | -7.0% | +17.3% | +10.6% |
| 30D | +9.9% | -10.9% | +20.8% | +10.4% |
| 3M | +11.9% | -8.2% | +20.1% | +12.4% |
| 6M | +1.2% | -37.5% | +38.6% | +3.1% |
| YTD | -0.8% | -52.8% | +52.1% | +5.4% |
| 1Y | -14.3% | -58.4% | +44.1% | -10.6% |
| All | -14.3% | -58.3% | +44.0% | -10.6% |
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