+81.0%
BSX vs SO
+159.0%
-78.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -10.1% | -1.1% | -9.0% | -9.7% |
| 30D | -16.4% | -5.0% | -11.4% | -14.6% |
| 3M | -8.9% | -5.8% | -3.1% | -6.6% |
| 6M | -38.3% | -7.9% | -30.3% | -36.2% |
| YTD | -54.9% | +2.4% | -57.3% | -55.6% |
| 1Y | -58.8% | -2.3% | -56.5% | -58.6% |
| 3Y | -21.2% | +41.9% | -63.1% | -34.1% |
| 5Y | -3.3% | +58.1% | -61.4% | -24.4% |
| All | +81.0% | +159.0% | -78.0% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling