+1.1%
BSX vs SGI
+50.6%
-49.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -7.0% | +0.6% | -7.7% | -7.2% |
| 30D | -10.9% | +5.5% | -16.4% | -11.7% |
| 3M | -8.2% | -3.6% | -4.6% | -7.9% |
| 6M | -37.5% | -15.0% | -22.4% | -36.2% |
| YTD | -52.8% | -23.0% | -29.8% | -51.3% |
| 1Y | -58.4% | -18.4% | -40.0% | -57.7% |
| 3Y | -16.5% | +57.8% | -74.3% | -26.5% |
| All | +1.1% | +50.6% | -49.5% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling