+1,593.7%
META vs BSX
+606.6%
+987.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +3.8% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | -10.8% | +3.0% | -13.8% | -12.4% |
| 3M | +8.4% | -10.7% | +19.1% | +12.8% |
| 6M | +5.4% | -18.4% | +23.8% | +12.7% |
| YTD | -2.6% | -53.8% | +51.2% | +33.1% |
| 1Y | +3.5% | -56.0% | +59.5% | +44.6% |
| 3Y | +102.0% | -14.4% | +116.4% | +102.2% |
| 5Y | +93.1% | +2.9% | +90.2% | +75.0% |
| 10Y | +425.7% | +101.6% | +324.1% | +231.7% |
| All | +1,593.7% | +606.6% | +987.1% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling