+1,188.5%
WDC vs BSX
+83.9%
+1,104.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.3% | -10.1% | +5.8% | +0.9% |
| 30D | -1.5% | -16.4% | +14.9% | +7.4% |
| 3M | -15.5% | -8.9% | -6.6% | -13.6% |
| 6M | +66.5% | -38.3% | +104.7% | +109.1% |
| YTD | +159.9% | -54.9% | +214.8% | +289.7% |
| 1Y | +366.0% | -58.8% | +424.8% | +634.0% |
| 3Y | +1,285.8% | -21.2% | +1,307.0% | +1,316.2% |
| 5Y | +925.6% | -3.3% | +928.9% | +797.6% |
| All | +1,188.5% | +83.9% | +1,104.6% | +803.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling