+871.8%
BSX vs SM
+1,434.4%
-562.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.7% | +9.4% | -5.7% | +2.7% |
| 30D | +3.1% | -14.4% | +17.5% | +4.4% |
| 3M | -14.2% | +1.6% | -15.8% | -15.0% |
| 6M | -16.4% | +6.3% | -22.8% | -17.9% |
| YTD | -53.5% | +78.8% | -132.3% | -57.2% |
| 1Y | -57.8% | +83.1% | -140.9% | -61.2% |
| 3Y | -17.4% | -5.9% | -11.5% | -20.4% |
| 5Y | +5.4% | +4.8% | +0.6% | -2.9% |
| 10Y | +106.2% | +17.5% | +88.7% | +43.7% |
| All | +871.8% | +1,434.4% | -562.6% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling