+935.7%
BSX vs SAN
+1,780.7%
-845.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | +3.7% | +4.0% | -0.3% | +2.6% |
| 30D | +3.1% | -7.8% | +10.9% | +5.5% |
| 3M | -14.2% | -16.4% | +2.1% | -10.0% |
| 6M | -16.4% | +3.5% | -20.0% | -17.9% |
| YTD | -53.5% | +6.7% | -60.2% | -55.3% |
| 1Y | -57.8% | +14.5% | -72.3% | -60.2% |
| 3Y | -17.4% | +243.5% | -261.0% | -44.7% |
| 5Y | +5.4% | +296.2% | -290.8% | -34.3% |
| 10Y | +106.2% | +268.5% | -162.3% | +23.2% |
| All | +935.7% | +1,780.7% | -845.0% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling