+3,846.3%
WMT vs BSX
+911.3%
+2,935.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | 0.0% | -10.1% | +10.1% | +1.5% |
| 30D | -7.4% | -16.4% | +9.0% | -5.1% |
| 3M | -10.9% | -8.9% | -2.0% | -9.8% |
| 6M | -12.7% | -38.3% | +25.6% | -7.1% |
| YTD | -3.2% | -54.9% | +51.7% | +7.2% |
| 1Y | +5.3% | -58.8% | +64.1% | +18.0% |
| 3Y | +101.9% | -21.2% | +123.1% | +106.1% |
| 5Y | +134.6% | -3.3% | +137.9% | +131.4% |
| 10Y | +440.4% | +82.8% | +357.6% | +378.8% |
| All | +3,846.3% | +911.3% | +2,935.0% | +2,432.4% |
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