+108.3%
META vs BSX
-12.2%
+120.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | +6.7% | +2.0% | +4.7% | +6.1% |
| 30D | +4.8% | +0.1% | +4.6% | +4.5% |
| 3M | -1.6% | -2.1% | +0.5% | -1.2% |
| 6M | -7.5% | -33.8% | +26.3% | +3.5% |
| YTD | -6.4% | -49.9% | +43.5% | +16.2% |
| 1Y | -17.3% | -55.4% | +38.1% | +8.9% |
| All | +108.3% | -12.2% | +120.5% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling