-17.4%
BSX vs SM
-3.9%
-13.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.7% | +9.4% | -5.7% | +3.4% |
| 30D | +3.1% | -14.4% | +17.5% | +3.5% |
| 3M | -14.2% | +1.6% | -15.8% | -14.9% |
| 6M | -16.4% | +6.3% | -22.8% | -17.6% |
| YTD | -53.5% | +78.8% | -132.3% | -55.8% |
| 1Y | -57.8% | +83.1% | -140.9% | -60.0% |
| 3Y | -17.4% | -5.9% | -11.5% | -18.1% |
| All | -17.4% | -3.9% | -13.5% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling