+947.7%
BSX vs SM
+1,608.3%
-660.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.1% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +0.1% | +26.3% | -26.2% | -2.5% |
| 3M | -2.1% | +8.7% | -10.8% | -3.5% |
| 6M | -33.8% | +51.7% | -85.5% | -37.3% |
| YTD | -49.9% | +99.0% | -148.9% | -54.1% |
| 1Y | -55.4% | +34.6% | -90.0% | -57.6% |
| 3Y | -10.9% | -7.8% | -3.1% | -13.5% |
| 5Y | +6.4% | +104.8% | -98.4% | -8.9% |
| 10Y | +97.0% | +7.2% | +89.8% | +39.5% |
| All | +947.7% | +1,608.3% | -660.6% | +426.4% |
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