+950.6%
BSX vs SHEL
+1,996.2%
-1,045.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.6% |
| 7D | -6.4% | +1.9% | -8.4% | -7.0% |
| 30D | -8.8% | +8.7% | -17.4% | -10.9% |
| 3M | -7.6% | +11.0% | -18.6% | -10.4% |
| 6M | -37.0% | +14.6% | -51.5% | -39.4% |
| YTD | -52.8% | +33.3% | -86.1% | -56.7% |
| 1Y | -58.4% | +37.9% | -96.3% | -62.3% |
| 3Y | -16.5% | +69.7% | -86.2% | -29.1% |
| 5Y | -1.2% | +190.1% | -191.3% | -29.4% |
| 10Y | +83.7% | +197.0% | -113.3% | +24.7% |
| All | +950.6% | +1,996.2% | -1,045.5% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling