+916.1%
WDC vs BSX
-3.9%
+920.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.3% | -10.1% | +5.8% | -1.0% |
| 30D | -1.5% | -16.4% | +14.9% | +4.2% |
| 3M | -15.5% | -8.9% | -6.6% | -14.0% |
| 6M | +66.5% | -38.3% | +104.7% | +101.3% |
| YTD | +159.9% | -54.9% | +214.8% | +268.0% |
| 1Y | +366.0% | -58.8% | +424.8% | +592.0% |
| 3Y | +1,285.8% | -21.2% | +1,307.0% | +1,272.9% |
| All | +916.1% | -3.9% | +920.0% | +737.3% |
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 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