-17.4%
BSX vs SGI
+67.2%
-84.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.7% | -5.3% | +9.0% | +4.5% |
| 30D | +3.1% | -2.1% | +5.2% | +3.6% |
| 3M | -14.2% | -8.2% | -6.0% | -13.2% |
| 6M | -16.4% | -4.6% | -11.9% | -16.0% |
| YTD | -53.5% | -31.5% | -22.0% | -51.9% |
| 1Y | -57.8% | -30.8% | -26.9% | -56.4% |
| 3Y | -17.4% | +67.2% | -84.7% | -19.7% |
| All | -17.4% | +67.2% | -84.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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