+112.6%
BSX vs SO
+193.6%
-81.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +2.1% | +4.9% | -2.9% | 0.0% |
| 3M | -14.0% | +0.8% | -14.8% | -14.4% |
| 6M | -18.3% | +0.6% | -18.9% | -18.5% |
| YTD | -53.6% | +8.7% | -62.3% | -55.5% |
| 1Y | -57.6% | +4.0% | -61.5% | -58.5% |
| 3Y | -14.3% | +50.6% | -64.8% | -29.9% |
| 5Y | +5.1% | +77.5% | -72.4% | -22.0% |
| All | +112.6% | +193.6% | -81.0% | +36.6% |
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