+27.4%
WMT vs BSX
-53.7%
+81.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.9% | +2.8% |
| 7D | +8.8% | +8.0% | +0.8% | +7.8% |
| 30D | +22.9% | +8.1% | +14.9% | +21.8% |
| 3M | +16.1% | -6.7% | +22.7% | +16.5% |
| 6M | -0.5% | -19.4% | +18.9% | -0.6% |
| YTD | +16.7% | -51.9% | +68.6% | +15.7% |
| 1Y | +27.4% | -53.6% | +81.0% | +27.8% |
| All | +27.4% | -53.7% | +81.1% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling