-16.5%
BSX vs SN
+430.5%
-447.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.0% |
| 7D | -6.4% | +0.1% | -6.6% | -6.5% |
| 30D | -8.8% | -5.6% | -3.2% | -8.3% |
| 3M | -7.6% | +48.1% | -55.7% | -12.0% |
| 6M | -37.0% | +57.6% | -94.6% | -40.6% |
| YTD | -52.8% | +56.5% | -109.3% | -55.6% |
| 1Y | -58.4% | +52.6% | -111.0% | -60.8% |
| 3Y | -16.5% | +412.0% | -428.5% | -29.8% |
| All | -16.5% | +430.5% | -447.0% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling