+81.0%
BSX vs SAN
+357.1%
-276.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -0.9% |
| 7D | -10.1% | +0.2% | -10.3% | -10.1% |
| 30D | -16.4% | +0.9% | -17.4% | -16.7% |
| 3M | -8.9% | +19.1% | -28.0% | -13.5% |
| 6M | -38.3% | +33.2% | -71.5% | -43.6% |
| YTD | -54.9% | +29.1% | -84.0% | -58.8% |
| 1Y | -58.8% | +50.2% | -109.1% | -64.2% |
| 3Y | -21.2% | +351.0% | -372.3% | -52.4% |
| 5Y | -3.3% | +394.7% | -398.0% | -45.4% |
| All | +81.0% | +357.1% | -276.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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