-1.2%
BSX vs SAP
+56.2%
-57.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.5% |
| 7D | -6.4% | -0.3% | -6.2% | -6.4% |
| 30D | -8.8% | +2.6% | -11.4% | -9.5% |
| 3M | -7.6% | +16.3% | -23.9% | -11.7% |
| 6M | -37.0% | +6.4% | -43.3% | -38.5% |
| YTD | -52.8% | -11.4% | -41.4% | -51.8% |
| 1Y | -58.4% | -20.4% | -38.0% | -56.1% |
| 3Y | -16.5% | +56.5% | -73.0% | -29.8% |
| 5Y | -1.2% | +56.8% | -58.0% | -19.6% |
| All | -1.2% | +56.2% | -57.4% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling