-15.0%
WMT vs BSX
-39.6%
+24.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.5% |
| 7D | -2.5% | -8.2% | +5.7% | -1.3% |
| 30D | -6.4% | -15.8% | +9.4% | -4.1% |
| 3M | -12.1% | -10.8% | -1.3% | -11.0% |
| 6M | -15.0% | -38.4% | +23.4% | -12.8% |
| All | -15.0% | -39.6% | +24.7% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling