-16.5%
BSX vs SO
+46.8%
-63.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.1% |
| 7D | -6.4% | +1.0% | -7.5% | -6.7% |
| 30D | -8.8% | -3.2% | -5.6% | -8.1% |
| 3M | -7.6% | -1.7% | -5.9% | -7.2% |
| 6M | -37.0% | -7.2% | -29.8% | -35.9% |
| YTD | -52.8% | +4.6% | -57.4% | -53.3% |
| 1Y | -58.4% | +1.2% | -59.6% | -58.5% |
| 3Y | -16.5% | +45.3% | -61.8% | -22.9% |
| All | -16.5% | +46.8% | -63.3% | -22.9% |
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