+81.0%
BSX vs SLV
+224.3%
-143.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -10.1% | -2.8% | -7.2% | -9.8% |
| 30D | -16.4% | -1.6% | -14.8% | -16.3% |
| 3M | -8.9% | -4.4% | -4.4% | -8.6% |
| 6M | -38.3% | -25.4% | -12.9% | -36.7% |
| YTD | -54.9% | -9.8% | -45.1% | -56.0% |
| 1Y | -58.8% | +53.8% | -112.6% | -63.4% |
| 3Y | -21.2% | +174.7% | -195.9% | -37.3% |
| 5Y | -3.3% | +164.3% | -167.6% | -23.7% |
| All | +81.0% | +224.3% | -143.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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