-2.8%
BSX vs SITM
+187.3%
-190.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.7% |
| 7D | -10.1% | +3.9% | -13.9% | -10.3% |
| 30D | -16.4% | -6.6% | -9.8% | -16.1% |
| 3M | -8.9% | -11.9% | +3.0% | -8.8% |
| 6M | -38.3% | +81.1% | -119.4% | -42.3% |
| YTD | -54.9% | +80.0% | -134.9% | -58.0% |
| 1Y | -58.8% | +145.8% | -204.6% | -63.0% |
| 3Y | -21.2% | +475.9% | -497.1% | -37.4% |
| All | -2.8% | +187.3% | -190.1% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling