+3,061.7%
SPY vs BSX
+708.3%
+2,353.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.4% | -7.0% | +6.7% | +1.2% |
| 30D | -1.4% | -10.9% | +9.5% | +0.9% |
| 3M | +3.7% | -8.2% | +11.9% | +5.2% |
| 6M | +13.0% | -37.5% | +50.5% | +23.8% |
| YTD | +12.4% | -52.8% | +65.2% | +30.2% |
| 1Y | +18.5% | -58.4% | +76.9% | +40.9% |
| 3Y | +77.6% | -16.5% | +94.2% | +80.6% |
| 5Y | +81.7% | -1.0% | +82.7% | +77.3% |
| 10Y | +319.7% | +91.2% | +228.4% | +254.9% |
| All | +3,061.7% | +708.3% | +2,353.5% | +1,833.7% |
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