+82.0%
SPY vs BSX
-5.1%
+87.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.5% |
| 7D | -2.0% | -8.2% | +6.2% | +0.3% |
| 30D | -1.7% | -15.8% | +14.2% | +2.9% |
| 3M | +4.7% | -10.8% | +15.6% | +7.6% |
| 6M | +12.5% | -38.4% | +50.9% | +28.9% |
| YTD | +11.7% | -54.8% | +66.5% | +42.1% |
| 1Y | +17.5% | -59.0% | +76.5% | +55.6% |
| 3Y | +76.6% | -20.0% | +96.6% | +71.0% |
| 5Y | +82.0% | -3.1% | +85.1% | +55.6% |
| All | +82.0% | -5.1% | +87.1% | +55.6% |
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