-58.8%
BSX vs SITM
+155.7%
-214.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.3% |
| 7D | -10.1% | +3.9% | -13.9% | -10.1% |
| 30D | -16.4% | -6.6% | -9.8% | -16.5% |
| 3M | -8.9% | -11.9% | +3.0% | -9.2% |
| 6M | -38.3% | +81.1% | -119.4% | -39.7% |
| YTD | -54.9% | +80.0% | -134.9% | -56.0% |
| 1Y | -58.8% | +145.8% | -204.6% | -59.7% |
| All | -58.8% | +155.7% | -214.5% | -59.7% |
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