+1,527.5%
META vs BSX
+667.3%
+860.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | +6.7% | +2.0% | +4.7% | +5.6% |
| 30D | +4.8% | +0.1% | +4.6% | +4.3% |
| 3M | -1.6% | -2.1% | +0.5% | -1.3% |
| 6M | -7.5% | -33.8% | +26.3% | +8.9% |
| YTD | -6.4% | -49.9% | +43.5% | +24.2% |
| 1Y | -17.3% | -55.4% | +38.1% | +15.9% |
| 3Y | +109.9% | -10.9% | +120.8% | +107.7% |
| 5Y | +65.4% | +6.4% | +58.9% | +48.7% |
| 10Y | +391.8% | +97.0% | +294.8% | +215.8% |
| All | +1,527.5% | +667.3% | +860.2% | +442.7% |
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