+297.7%
BSX vs SFM
+48.8%
+248.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.7% | +6.0% | -2.3% | +3.1% |
| 30D | +3.1% | -19.5% | +22.6% | +5.1% |
| 3M | -14.2% | -37.0% | +22.8% | -10.4% |
| 6M | -16.4% | -41.0% | +24.6% | -12.3% |
| YTD | -53.5% | -34.6% | -18.9% | -51.9% |
| 1Y | -57.8% | -36.3% | -21.5% | -56.2% |
| 3Y | -17.4% | +24.5% | -42.0% | -20.7% |
| 5Y | +5.4% | +115.9% | -110.5% | -5.5% |
| 10Y | +106.2% | +139.5% | -33.3% | +77.7% |
| All | +297.7% | +48.8% | +248.9% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling