+5.1%
BSX vs SAP
+76.8%
-71.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -1.0% | -3.9% | +2.9% | +0.1% |
| 30D | +2.1% | +6.5% | -4.5% | +0.4% |
| 3M | -14.0% | +14.7% | -28.7% | -17.2% |
| 6M | -18.3% | +39.9% | -58.2% | -25.7% |
| YTD | -53.6% | -2.0% | -51.7% | -53.8% |
| 1Y | -57.6% | -6.0% | -51.5% | -57.1% |
| 3Y | -14.3% | +67.7% | -82.0% | -29.2% |
| 5Y | +5.1% | +78.8% | -73.7% | -16.4% |
| All | +5.1% | +76.8% | -71.8% | -16.4% |
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 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