+328.7%
BSX vs SAP
+2,448.5%
-2,119.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +3.7% | +0.6% | +3.1% | +3.6% |
| 30D | +3.1% | +6.5% | -3.4% | +1.6% |
| 3M | -14.2% | +12.2% | -26.5% | -16.6% |
| 6M | -16.4% | +46.1% | -62.5% | -23.9% |
| YTD | -53.5% | -1.6% | -51.9% | -54.0% |
| 1Y | -57.8% | -5.1% | -52.7% | -57.9% |
| 3Y | -17.4% | +68.4% | -85.8% | -28.8% |
| 5Y | +5.4% | +79.4% | -74.0% | -11.6% |
| 10Y | +106.2% | +230.5% | -124.2% | +49.7% |
| All | +328.7% | +2,448.5% | -2,119.8% | +98.6% |
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 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