+96.8%
META vs BSX
-17.1%
+113.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +5.2% | +3.7% | +1.4% | +4.3% |
| 30D | -13.0% | +3.1% | -16.1% | -13.9% |
| 3M | +7.9% | -14.2% | +22.2% | +11.6% |
| 6M | +4.2% | -16.4% | +20.7% | +7.6% |
| YTD | -2.5% | -53.5% | +51.0% | +23.9% |
| 1Y | +5.6% | -57.8% | +63.3% | +41.6% |
| 3Y | +96.8% | -17.4% | +114.2% | +126.2% |
| All | +96.8% | -17.1% | +113.9% | +126.2% |
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