+950.6%
BSX vs SMTC
+74,240.6%
-73,289.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.0% | -15.9% | -7.0% |
| 7D | -6.4% | +22.9% | -29.4% | -8.7% |
| 30D | -8.8% | +16.6% | -25.4% | -10.8% |
| 3M | -7.6% | +2.4% | -10.1% | -9.4% |
| 6M | -37.0% | +98.3% | -135.2% | -43.2% |
| YTD | -52.8% | +120.7% | -173.5% | -58.1% |
| 1Y | -58.4% | +168.3% | -226.7% | -64.1% |
| 3Y | -16.5% | +571.7% | -588.2% | -39.3% |
| 5Y | -1.2% | +114.0% | -115.2% | -19.7% |
| 10Y | +83.7% | +497.0% | -413.2% | +30.0% |
| All | +950.6% | +74,240.6% | -73,289.9% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SMTC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling