+113.3%
BSX vs SLV
+172.6%
-59.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +3.7% | -5.8% | +9.6% | +4.3% |
| 30D | +3.1% | -12.1% | +15.2% | +4.4% |
| 3M | -14.2% | -24.1% | +9.9% | -12.0% |
| 6M | -16.4% | -44.4% | +28.0% | -11.7% |
| YTD | -53.5% | -31.5% | -22.0% | -53.5% |
| 1Y | -57.8% | -6.9% | -50.8% | -59.8% |
| 3Y | -17.4% | +116.0% | -133.5% | -32.7% |
| 5Y | +5.4% | +88.4% | -83.0% | -13.3% |
| All | +113.3% | +172.6% | -59.3% | +48.8% |
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