-2.8%
BSX vs SNY
+9.4%
-12.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -3.3% | -6.8% | -9.4% |
| 30D | -16.4% | -2.2% | -14.3% | -16.0% |
| 3M | -8.9% | -3.0% | -5.8% | -8.3% |
| 6M | -38.3% | +2.7% | -41.0% | -38.5% |
| YTD | -54.9% | -6.8% | -48.1% | -54.4% |
| 1Y | -58.8% | -5.3% | -53.5% | -58.4% |
| 3Y | -21.2% | -9.8% | -11.4% | -20.6% |
| All | -2.8% | +9.4% | -12.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling