-16.0%
BSX vs SO
+53.1%
-69.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +2.9% | +7.8% | -4.9% | +1.1% |
| 3M | -11.8% | +2.9% | -14.8% | -12.4% |
| 6M | -15.4% | +2.5% | -17.9% | -15.8% |
| YTD | -52.7% | +10.3% | -62.9% | -53.7% |
| 1Y | -56.0% | +6.4% | -62.3% | -56.6% |
| All | -16.0% | +53.1% | -69.1% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling