+3.7%
BSX vs SMR
+11.2%
-7.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +15.3% | -21.2% | -6.4% |
| 7D | -6.4% | +21.4% | -27.8% | -7.2% |
| 30D | -8.8% | +13.8% | -22.6% | -9.3% |
| 3M | -7.6% | +3.9% | -11.5% | -8.1% |
| 6M | -37.0% | -4.2% | -32.8% | -37.3% |
| YTD | -52.8% | -21.1% | -31.7% | -52.9% |
| 1Y | -58.4% | -67.1% | +8.7% | -57.6% |
| 3Y | -16.5% | +88.9% | -105.4% | -22.4% |
| All | +3.7% | +11.2% | -7.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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