+199.2%
BSX vs SNY
+241.9%
-42.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -3.3% | -6.8% | -8.8% |
| 30D | -16.4% | -2.2% | -14.3% | -15.6% |
| 3M | -8.9% | -3.0% | -5.8% | -7.7% |
| 6M | -38.3% | +2.7% | -41.0% | -39.0% |
| YTD | -54.9% | -6.8% | -48.1% | -53.8% |
| 1Y | -58.8% | -5.3% | -53.5% | -58.2% |
| 3Y | -21.2% | -9.8% | -11.4% | -21.6% |
| 5Y | -3.3% | +9.7% | -13.0% | -13.7% |
| 10Y | +82.8% | +64.5% | +18.3% | +34.1% |
| All | +199.2% | +241.9% | -42.7% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling