-16.9%
BSX vs SN
+453.9%
-470.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.2% | -3.8% |
| 7D | -8.2% | -7.2% | -1.0% | -7.6% |
| 30D | -15.8% | -13.4% | -2.4% | -14.7% |
| 3M | -10.8% | +26.8% | -37.6% | -13.2% |
| 6M | -38.4% | +44.6% | -83.0% | -41.0% |
| YTD | -54.8% | +45.3% | -100.1% | -56.8% |
| 1Y | -59.0% | +40.1% | -99.1% | -60.8% |
| 3Y | -20.0% | +375.3% | -395.3% | -29.2% |
| All | -16.9% | +453.9% | -470.8% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling