+61.0%
BSX vs SE
+589.8%
-528.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +2.0% | -6.1% | +8.1% | +2.8% |
| 30D | +0.1% | -2.5% | +2.6% | +0.3% |
| 3M | -2.1% | +21.7% | -23.9% | -4.8% |
| 6M | -33.8% | +27.0% | -60.8% | -36.2% |
| YTD | -49.9% | -12.1% | -37.7% | -49.6% |
| 1Y | -55.4% | -40.9% | -14.5% | -53.2% |
| 3Y | -10.9% | +191.0% | -201.8% | -24.2% |
| 5Y | +6.4% | -68.3% | +74.7% | +13.2% |
| All | +61.0% | +589.8% | -528.8% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling