+81.5%
BSX vs SAP
+175.6%
-94.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.6% |
| 7D | -8.2% | -5.1% | -3.1% | -6.4% |
| 30D | -15.8% | -1.8% | -14.0% | -15.4% |
| 3M | -10.8% | +20.9% | -31.8% | -17.3% |
| 6M | -38.4% | +7.0% | -45.4% | -40.8% |
| YTD | -54.8% | -13.7% | -41.1% | -53.3% |
| 1Y | -59.0% | -19.6% | -39.5% | -56.6% |
| 3Y | -20.0% | +52.4% | -72.4% | -36.9% |
| 5Y | -3.1% | +54.4% | -57.5% | -25.7% |
| All | +81.5% | +175.6% | -94.1% | -4.1% |
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