-59.0%
BSX vs SN
+41.3%
-100.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.2% | -3.9% |
| 7D | -8.2% | -7.2% | -1.0% | -7.8% |
| 30D | -15.8% | -13.4% | -2.4% | -15.2% |
| 3M | -10.8% | +26.8% | -37.6% | -12.6% |
| 6M | -38.4% | +44.6% | -83.0% | -40.6% |
| YTD | -54.8% | +45.3% | -100.1% | -56.5% |
| 1Y | -59.0% | +40.1% | -99.1% | -61.3% |
| All | -59.0% | +41.3% | -100.4% | -61.3% |
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 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