+110.1%
BSX vs SBAC
+2,199.0%
-2,088.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.9% |
| 7D | -6.4% | -0.1% | -6.4% | -6.5% |
| 30D | -8.8% | +3.2% | -12.0% | -9.1% |
| 3M | -7.6% | -5.1% | -2.6% | -7.2% |
| 6M | -37.0% | -2.1% | -34.9% | -37.0% |
| YTD | -52.8% | -0.5% | -52.3% | -53.1% |
| 1Y | -58.4% | +1.1% | -59.5% | -58.7% |
| 3Y | -16.5% | -7.4% | -9.1% | -16.9% |
| 5Y | -1.2% | -44.3% | +43.2% | +3.4% |
| 10Y | +83.7% | +77.6% | +6.2% | +71.4% |
| All | +110.1% | +2,199.0% | -2,088.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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