-58.8%
BSX vs SMTC
+169.6%
-228.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.3% |
| 7D | -10.1% | +13.1% | -23.2% | -10.0% |
| 30D | -16.4% | +19.5% | -35.9% | -16.4% |
| 3M | -8.9% | +2.2% | -11.1% | -8.6% |
| 6M | -38.3% | +94.9% | -133.1% | -40.3% |
| YTD | -54.9% | +127.0% | -181.9% | -56.3% |
| 1Y | -58.8% | +174.6% | -233.4% | -60.3% |
| All | -58.8% | +169.6% | -228.4% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling