-1.0%
BSX vs SLV
+170.6%
-171.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -7.0% | +2.8% | -9.8% | -7.2% |
| 30D | -10.9% | +2.2% | -13.1% | -11.1% |
| 3M | -8.2% | +2.9% | -11.1% | -8.4% |
| 6M | -37.5% | -22.4% | -15.1% | -36.5% |
| YTD | -52.8% | -5.7% | -47.1% | -54.3% |
| 1Y | -58.4% | +63.3% | -121.7% | -63.1% |
| 3Y | -16.5% | +189.0% | -205.5% | -33.8% |
| 5Y | -1.0% | +172.7% | -173.6% | -25.3% |
| All | -1.0% | +170.6% | -171.6% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling