+49.3%
BSX vs SE
+363.8%
-314.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | +3.1% | -20.9% | +24.0% | +5.9% |
| 3M | -14.2% | -38.9% | +24.7% | -9.2% |
| 6M | -16.4% | -19.4% | +3.0% | -14.9% |
| YTD | -53.5% | -40.9% | -12.6% | -51.1% |
| 1Y | -57.8% | -46.2% | -11.6% | -55.1% |
| 3Y | -17.4% | +63.7% | -81.2% | -24.7% |
| 5Y | +5.4% | -77.9% | +83.3% | +17.0% |
| All | +49.3% | +363.8% | -314.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling