-55.4%
BSX vs SAP
-19.8%
-35.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +2.0% | -2.9% | +5.0% | +2.4% |
| 30D | +0.1% | +9.0% | -8.9% | -1.0% |
| 3M | -2.1% | +14.9% | -17.1% | -5.6% |
| 6M | -33.8% | +11.9% | -45.7% | -35.5% |
| YTD | -49.9% | -9.9% | -40.0% | -49.8% |
| 1Y | -55.4% | -19.5% | -35.9% | -54.5% |
| All | -55.4% | -19.8% | -35.6% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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