-21.0%
BSX vs SHW
+19.9%
-40.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -8.2% | -4.5% | -3.7% | -7.2% |
| 30D | -15.8% | -12.7% | -3.1% | -13.2% |
| 3M | -10.8% | +4.7% | -15.5% | -11.8% |
| 6M | -38.4% | -3.4% | -35.0% | -38.1% |
| YTD | -54.8% | -1.3% | -53.5% | -55.1% |
| 1Y | -59.0% | -10.4% | -48.7% | -58.4% |
| All | -21.0% | +19.9% | -40.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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