+49.1%
MSFT vs BSX
-20.3%
+69.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.9% |
| 7D | -3.5% | -8.2% | +4.7% | -2.0% |
| 30D | -2.1% | -15.8% | +13.7% | +0.9% |
| 3M | +24.2% | -10.8% | +35.0% | +26.3% |
| 6M | +21.9% | -38.4% | +60.2% | +31.7% |
| YTD | +2.5% | -54.8% | +57.3% | +18.7% |
| 1Y | -0.8% | -59.0% | +58.3% | +18.5% |
| All | +49.1% | -20.3% | +69.4% | +56.8% |
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