-17.6%
BSX vs SFM
+90.5%
-108.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.5% | +0.6% | -5.2% |
| 7D | -6.4% | -5.8% | -0.6% | -5.9% |
| 30D | -8.8% | -11.4% | +2.6% | -7.7% |
| 3M | -7.6% | -12.2% | +4.6% | -6.6% |
| 6M | -37.0% | -5.2% | -31.8% | -36.8% |
| YTD | -52.8% | -4.5% | -48.4% | -52.7% |
| 1Y | -58.4% | -45.4% | -13.0% | -55.2% |
| All | -17.6% | +90.5% | -108.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling