-59.0%
BSX vs SAN
+49.3%
-108.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -8.2% | -2.8% | -5.4% | -8.2% |
| 30D | -15.8% | -0.5% | -15.3% | -15.8% |
| 3M | -10.8% | +22.7% | -33.6% | -10.6% |
| 6M | -38.4% | +28.8% | -67.2% | -38.2% |
| YTD | -54.8% | +26.3% | -81.1% | -55.4% |
| 1Y | -59.0% | +48.8% | -107.9% | -61.2% |
| All | -59.0% | +49.3% | -108.3% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling