+34,013.5%
MSFT vs BSX
+958.4%
+33,055.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | +0.2% |
| 7D | -1.4% | -6.4% | +5.0% | 0.0% |
| 30D | -1.0% | -8.8% | +7.8% | +0.8% |
| 3M | +20.2% | -7.6% | +27.8% | +22.1% |
| 6M | +21.3% | -37.0% | +58.2% | +33.3% |
| YTD | +2.8% | -52.8% | +55.6% | +19.9% |
| 1Y | 0.0% | -58.4% | +58.4% | +19.8% |
| 3Y | +51.2% | -16.5% | +67.7% | +53.8% |
| 5Y | +71.4% | -1.2% | +72.6% | +67.6% |
| 10Y | +868.6% | +83.7% | +784.9% | +728.2% |
| All | +34,013.5% | +958.4% | +33,055.1% | +19,086.8% |
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 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