-33.8%
BSX vs SAP
+13.1%
-46.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +2.0% | -2.9% | +5.0% | +2.6% |
| 30D | +0.1% | +9.0% | -8.9% | -1.5% |
| 3M | -2.1% | +14.9% | -17.1% | -7.8% |
| 6M | -33.8% | +11.9% | -45.7% | -39.1% |
| All | -33.8% | +13.1% | -46.9% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling