+950.6%
BSX vs SHW
+11,770.4%
-10,819.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.2% |
| 7D | -6.4% | -1.2% | -5.3% | -6.1% |
| 30D | -8.8% | -11.6% | +2.8% | -5.0% |
| 3M | -7.6% | +9.1% | -16.8% | -10.5% |
| 6M | -37.0% | -0.7% | -36.3% | -37.2% |
| YTD | -52.8% | +1.4% | -54.2% | -53.5% |
| 1Y | -58.4% | -12.3% | -46.1% | -57.1% |
| 3Y | -16.5% | +23.4% | -39.9% | -24.1% |
| 5Y | -1.2% | +15.0% | -16.2% | -10.4% |
| 10Y | +83.7% | +278.3% | -194.5% | +11.7% |
| All | +950.6% | +11,770.4% | -10,819.8% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling