-17.4%
BSX vs SAN
+247.1%
-264.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +3.7% | +4.0% | -0.3% | +3.1% |
| 30D | +3.1% | -7.8% | +10.9% | +3.9% |
| 3M | -14.2% | -16.4% | +2.1% | -12.6% |
| 6M | -16.4% | +3.5% | -20.0% | -17.3% |
| YTD | -53.5% | +6.7% | -60.2% | -54.6% |
| 1Y | -57.8% | +14.5% | -72.3% | -59.4% |
| 3Y | -17.4% | +243.5% | -261.0% | -31.3% |
| All | -17.4% | +247.1% | -264.5% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling