-1.0%
BSX vs SO
+57.7%
-58.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -7.0% | 0.0% | -7.1% | -7.1% |
| 30D | -10.9% | -2.5% | -8.4% | -10.3% |
| 3M | -8.2% | -4.2% | -4.0% | -7.0% |
| 6M | -37.5% | -7.7% | -29.8% | -36.1% |
| YTD | -52.8% | +3.8% | -56.6% | -53.5% |
| 1Y | -58.4% | +0.1% | -58.5% | -58.5% |
| 3Y | -16.5% | +44.2% | -60.7% | -26.9% |
| 5Y | -1.0% | +57.9% | -58.9% | -18.9% |
| All | -1.0% | +57.7% | -58.7% | -18.9% |
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 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