+7.6%
BSX vs SO
+77.0%
-69.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | -11.8% | +2.9% | -14.8% | -12.6% |
| 6M | -15.4% | +2.5% | -17.9% | -16.0% |
| YTD | -52.7% | +10.3% | -62.9% | -54.1% |
| 1Y | -56.0% | +6.4% | -62.3% | -56.9% |
| 3Y | -12.5% | +52.8% | -65.3% | -24.3% |
| 5Y | +7.6% | +78.7% | -71.1% | -15.0% |
| All | +7.6% | +77.0% | -69.5% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling