+362.1%
BSX vs SAP
+2,233.8%
-1,871.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +2.0% | -2.9% | +5.0% | +2.7% |
| 30D | +0.1% | +9.0% | -8.9% | -2.0% |
| 3M | -2.1% | +14.9% | -17.1% | -5.6% |
| 6M | -33.8% | +11.9% | -45.7% | -36.2% |
| YTD | -49.9% | -9.9% | -40.0% | -49.5% |
| 1Y | -55.4% | -19.5% | -35.9% | -53.9% |
| 3Y | -10.9% | +61.8% | -72.7% | -22.6% |
| 5Y | +6.4% | +56.2% | -49.8% | -7.9% |
| 10Y | +97.0% | +180.6% | -83.6% | +48.2% |
| All | +362.1% | +2,233.8% | -1,871.6% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling