-53.6%
BSX vs SM
+70.4%
-124.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -15.3% | +20.6% | +4.3% |
| 7D | +8.0% | -21.5% | +29.5% | +6.7% |
| 30D | +8.1% | -11.4% | +19.4% | +7.0% |
| 3M | -6.7% | +0.6% | -7.3% | -7.7% |
| 6M | -19.4% | +0.2% | -19.6% | -20.6% |
| YTD | -51.9% | +69.7% | -121.6% | -48.5% |
| 1Y | -53.6% | +71.6% | -125.2% | -50.2% |
| All | -53.6% | +70.4% | -124.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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