+81.0%
BSX vs SHEL
+214.0%
-133.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -10.1% | +4.1% | -14.2% | -11.3% |
| 30D | -16.4% | +8.4% | -24.8% | -18.5% |
| 3M | -8.9% | +13.7% | -22.6% | -12.6% |
| 6M | -38.3% | +12.7% | -51.0% | -40.7% |
| YTD | -54.9% | +35.3% | -90.2% | -59.4% |
| 1Y | -58.8% | +39.4% | -98.2% | -63.3% |
| 3Y | -21.2% | +71.5% | -92.7% | -35.2% |
| 5Y | -3.3% | +195.0% | -198.3% | -36.6% |
| All | +81.0% | +214.0% | -133.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling