-17.4%
BSX vs SHW
+41.3%
-58.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +3.7% | +1.9% | +1.8% | +3.2% |
| 30D | +3.1% | +8.1% | -4.9% | +1.2% |
| 3M | -14.2% | -2.8% | -11.4% | -13.9% |
| 6M | -16.4% | +15.0% | -31.5% | -19.2% |
| YTD | -53.5% | +9.0% | -62.5% | -55.0% |
| 1Y | -57.8% | +4.5% | -62.2% | -58.7% |
| 3Y | -17.4% | +41.9% | -59.3% | -25.6% |
| All | -17.4% | +41.3% | -58.7% | -25.6% |
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