-14.5%
BSX vs SN
+671.3%
-685.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | 0.0% |
| 7D | +3.7% | +1.5% | +2.2% | +3.5% |
| 30D | +3.1% | +21.5% | -18.4% | +1.0% |
| 3M | -14.2% | +20.0% | -34.3% | -16.0% |
| 6M | -16.4% | +119.9% | -136.4% | -23.2% |
| YTD | -53.5% | +102.3% | -155.8% | -57.0% |
| 1Y | -57.8% | +148.0% | -205.8% | -61.8% |
| 3Y | -17.4% | +450.0% | -467.4% | -29.1% |
| All | -14.5% | +671.3% | -685.8% | -26.7% |
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