-55.4%
BSX vs SN
+46.4%
-101.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | +2.0% | -9.3% | +11.4% | +2.5% |
| 30D | +0.1% | -4.8% | +4.9% | +0.3% |
| 3M | -2.1% | +40.4% | -42.6% | -4.5% |
| 6M | -33.8% | +50.9% | -84.8% | -36.2% |
| YTD | -49.9% | +54.9% | -104.8% | -51.8% |
| 1Y | -55.4% | +43.0% | -98.5% | -58.9% |
| All | -55.4% | +46.4% | -101.8% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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