+63.9%
META vs BSX
-0.1%
+64.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +1.7% |
| 7D | +6.0% | -6.4% | +12.5% | +8.7% |
| 30D | +3.6% | -8.8% | +12.4% | +7.0% |
| 3M | +4.9% | -7.6% | +12.5% | +7.6% |
| 6M | -4.7% | -37.0% | +32.3% | +13.8% |
| YTD | -6.9% | -52.8% | +45.9% | +27.6% |
| 1Y | -18.2% | -58.4% | +40.2% | +20.6% |
| 3Y | +107.8% | -16.5% | +124.3% | +98.5% |
| 5Y | +63.9% | -1.2% | +65.1% | +34.2% |
| All | +63.9% | -0.1% | +64.0% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling