+247.9%
SOXX vs BSX
-3.9%
+251.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +1.4% | -10.1% | +11.5% | +5.2% |
| 30D | -3.6% | -16.4% | +12.8% | +2.6% |
| 3M | -10.2% | -8.9% | -1.3% | -8.0% |
| 6M | +54.2% | -38.3% | +92.5% | +86.9% |
| YTD | +75.2% | -54.9% | +130.1% | +148.4% |
| 1Y | +107.5% | -58.8% | +166.3% | +209.5% |
| 3Y | +226.8% | -21.2% | +248.0% | +220.4% |
| All | +247.9% | -3.9% | +251.8% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling