-17.4%
BSX vs SMTC
+698.5%
-716.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.4% |
| 7D | +3.7% | +11.0% | -7.3% | +3.4% |
| 30D | +3.1% | -28.5% | +31.6% | +4.0% |
| 3M | -14.2% | -14.2% | 0.0% | -14.7% |
| 6M | -16.4% | -18.0% | +1.6% | -17.3% |
| YTD | -53.5% | +55.5% | -109.0% | -56.3% |
| 1Y | -57.8% | +69.5% | -127.3% | -60.7% |
| 3Y | -17.4% | +699.7% | -717.1% | -30.6% |
| All | -17.4% | +698.5% | -716.0% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling