+1,024.0%
BSX vs SIRI
-18.6%
+1,042.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -7.0% | -3.9% | -3.1% | -6.9% |
| 30D | -10.9% | -0.8% | -10.1% | -10.9% |
| 3M | -8.2% | +4.3% | -12.5% | -8.4% |
| 6M | -37.5% | +34.1% | -71.5% | -38.4% |
| YTD | -52.8% | +47.3% | -100.2% | -53.8% |
| 1Y | -58.4% | +22.9% | -81.3% | -58.9% |
| 3Y | -16.5% | -24.6% | +8.0% | -16.5% |
| 5Y | -1.0% | -43.2% | +42.2% | -0.3% |
| 10Y | +91.2% | -12.3% | +103.5% | +88.9% |
| All | +1,024.0% | -18.6% | +1,042.6% | +877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling