+1,511.3%
META vs BSX
+586.2%
+925.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.1% | +2.7% |
| 7D | -0.8% | +1.8% | -2.6% | -1.8% |
| 30D | -15.4% | +2.8% | -18.2% | -16.9% |
| 3M | +3.5% | -13.3% | +16.8% | +9.1% |
| 6M | -0.3% | -23.7% | +23.4% | +9.8% |
| YTD | -7.3% | -55.2% | +47.8% | +28.2% |
| 1Y | -1.1% | -56.8% | +55.8% | +39.2% |
| 3Y | +95.1% | -19.0% | +114.1% | +100.2% |
| 5Y | +80.6% | -0.9% | +81.5% | +66.4% |
| 10Y | +410.1% | +98.3% | +311.9% | +224.0% |
| All | +1,511.3% | +586.2% | +925.1% | +460.2% |
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 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