-53.6%
BSX vs SITM
+47.5%
-101.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.4% | +14.7% | +5.1% |
| 7D | +8.0% | -19.5% | +27.5% | +7.6% |
| 30D | +8.1% | -43.2% | +51.3% | +7.4% |
| 3M | -6.7% | -30.8% | +24.2% | -7.4% |
| 6M | -19.4% | -28.6% | +9.2% | -21.2% |
| YTD | -51.9% | +14.2% | -66.1% | -54.0% |
| 1Y | -53.6% | +44.4% | -98.0% | -55.6% |
| All | -53.6% | +47.5% | -101.2% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling