+81.5%
BSX vs SM
+23.2%
+58.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | -8.2% | +2.1% | -10.3% | -8.4% |
| 30D | -15.8% | +18.1% | -33.9% | -17.1% |
| 3M | -10.8% | +17.0% | -27.8% | -12.3% |
| 6M | -38.4% | +55.4% | -93.8% | -41.1% |
| YTD | -54.8% | +108.6% | -163.3% | -58.0% |
| 1Y | -59.0% | +45.7% | -104.7% | -60.8% |
| 3Y | -20.0% | -0.3% | -19.7% | -22.3% |
| 5Y | -3.1% | +113.0% | -116.1% | -14.3% |
| All | +81.5% | +23.2% | +58.2% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling