-2.8%
BSX vs SHW
+11.4%
-14.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -10.1% | -3.1% | -7.0% | -9.4% |
| 30D | -16.4% | -10.0% | -6.4% | -14.3% |
| 3M | -8.9% | +2.3% | -11.1% | -9.5% |
| 6M | -38.3% | +0.7% | -38.9% | -38.5% |
| YTD | -54.9% | +0.5% | -55.4% | -55.4% |
| 1Y | -58.8% | -11.5% | -47.3% | -57.9% |
| 3Y | -21.2% | +21.3% | -42.6% | -26.4% |
| All | -2.8% | +11.4% | -14.2% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling