-53.6%
BSX vs SO
+3.3%
-56.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | +8.0% | +1.7% | +6.2% | +7.4% |
| 30D | +8.1% | +11.1% | -3.1% | +5.0% |
| 3M | -6.7% | +0.7% | -7.3% | -6.7% |
| 6M | -19.4% | -1.4% | -18.0% | -19.2% |
| YTD | -51.9% | +9.4% | -61.4% | -53.2% |
| 1Y | -53.6% | +3.7% | -57.4% | -53.5% |
| All | -53.6% | +3.3% | -56.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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