+328.7%
BSX vs SFM
+132.6%
+196.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.5% |
| 7D | +2.0% | -0.1% | +2.1% | +2.1% |
| 30D | +0.1% | -4.4% | +4.5% | +0.5% |
| 3M | -2.1% | +1.5% | -3.7% | -2.5% |
| 6M | -33.8% | +6.5% | -40.3% | -34.5% |
| YTD | -49.9% | +2.2% | -52.0% | -50.3% |
| 1Y | -55.4% | -41.9% | -13.6% | -53.3% |
| 3Y | -10.9% | +106.8% | -117.6% | -18.5% |
| 5Y | +6.4% | +231.6% | -225.2% | -8.5% |
| 10Y | +97.0% | +258.4% | -161.4% | +63.1% |
| All | +328.7% | +132.6% | +196.1% | +271.6% |
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