+30.8%
SOXX vs BSX
-54.6%
+85.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -2.6% | -68.1% | -68.9% |
| 7D | -23.0% | +4.6% | -27.6% | -21.2% |
| 30D | -32.9% | +5.8% | -38.7% | -31.2% |
| 3M | -25.3% | -6.5% | -18.8% | -23.9% |
| 6M | -17.8% | -20.3% | +2.5% | -14.0% |
| YTD | +32.1% | -53.2% | +85.3% | +46.5% |
| 1Y | +30.8% | -54.9% | +85.7% | +46.1% |
| All | +30.8% | -54.6% | +85.4% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling