+191.0%
BSX vs SHAK
+31.3%
+159.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.8% |
| 7D | -8.2% | -11.0% | +2.8% | -6.6% |
| 30D | -15.8% | -14.0% | -1.8% | -13.9% |
| 3M | -10.8% | +13.3% | -24.1% | -12.9% |
| 6M | -38.4% | -35.3% | -3.1% | -35.4% |
| YTD | -54.8% | -24.0% | -30.8% | -54.1% |
| 1Y | -59.0% | -36.7% | -22.3% | -57.2% |
| 3Y | -20.0% | -5.4% | -14.6% | -25.1% |
| 5Y | -3.1% | -24.9% | +21.8% | -9.3% |
| 10Y | +83.3% | +79.6% | +3.7% | +37.9% |
| All | +191.0% | +31.3% | +159.7% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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