+112.6%
BSX vs SAP
+236.1%
-123.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -1.0% | -3.9% | +2.9% | +0.5% |
| 30D | +2.1% | +6.5% | -4.5% | -0.2% |
| 3M | -14.0% | +14.7% | -28.7% | -18.3% |
| 6M | -18.3% | +39.9% | -58.2% | -28.4% |
| YTD | -53.6% | -2.0% | -51.7% | -54.2% |
| 1Y | -57.6% | -6.0% | -51.5% | -57.4% |
| 3Y | -14.3% | +67.7% | -82.0% | -34.3% |
| 5Y | +5.1% | +78.8% | -73.7% | -23.5% |
| All | +112.6% | +236.1% | -123.5% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling