-17.6%
BSX vs SGI
+55.1%
-72.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -7.0% | +0.6% | -7.7% | -7.1% |
| 30D | -10.9% | +5.5% | -16.4% | -11.5% |
| 3M | -8.2% | -3.6% | -4.6% | -8.0% |
| 6M | -37.5% | -15.0% | -22.4% | -36.6% |
| YTD | -52.8% | -23.0% | -29.8% | -51.9% |
| 1Y | -58.4% | -18.4% | -40.0% | -58.0% |
| All | -17.6% | +55.1% | -72.7% | -22.9% |
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