+2,550.6%
SOXX vs BSX
+381.6%
+2,169.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +1.4% | -10.1% | +11.5% | +5.3% |
| 30D | -3.6% | -16.4% | +12.8% | +2.7% |
| 3M | -10.2% | -8.9% | -1.3% | -8.2% |
| 6M | +54.2% | -38.3% | +92.5% | +80.2% |
| YTD | +75.2% | -54.9% | +130.1% | +128.8% |
| 1Y | +107.5% | -58.8% | +166.3% | +179.6% |
| 3Y | +226.8% | -21.2% | +248.0% | +242.0% |
| 5Y | +251.2% | -3.3% | +254.6% | +239.3% |
| 10Y | +1,567.6% | +82.8% | +1,484.8% | +1,165.3% |
| All | +2,550.6% | +381.6% | +2,169.0% | +952.4% |
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