+71.0%
UBER vs BSX
+22.1%
+48.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -7.0% | -7.0% | 0.0% | -3.2% |
| 30D | -8.9% | -10.9% | +2.0% | -3.1% |
| 3M | +1.0% | -8.2% | +9.2% | +5.4% |
| 6M | -3.7% | -37.5% | +33.7% | +23.2% |
| YTD | -13.0% | -52.8% | +39.8% | +31.2% |
| 1Y | -25.5% | -58.4% | +32.9% | +21.3% |
| 3Y | +50.5% | -16.5% | +67.0% | +45.7% |
| 5Y | +76.2% | -1.0% | +77.1% | +47.6% |
| All | +71.0% | +22.1% | +48.9% | -15.8% |
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