+81.0%
BSX vs SIRI
-10.2%
+91.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -10.1% | +0.6% | -10.6% | -10.2% |
| 30D | -16.4% | +2.5% | -18.9% | -16.9% |
| 3M | -8.9% | +6.6% | -15.5% | -10.1% |
| 6M | -38.3% | +32.9% | -71.2% | -41.7% |
| YTD | -54.9% | +50.5% | -105.4% | -58.5% |
| 1Y | -58.8% | +28.0% | -86.8% | -61.0% |
| 3Y | -21.2% | -22.4% | +1.2% | -21.5% |
| 5Y | -3.3% | -41.3% | +38.0% | -1.5% |
| All | +81.0% | -10.2% | +91.2% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling