-17.6%
BSX vs SPG
+111.6%
-129.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.2% |
| 7D | -6.4% | 0.0% | -6.5% | -6.5% |
| 30D | -8.8% | -4.9% | -3.8% | -7.5% |
| 3M | -7.6% | +3.3% | -10.9% | -8.5% |
| 6M | -37.0% | +11.2% | -48.2% | -38.9% |
| YTD | -52.8% | +17.1% | -69.9% | -55.0% |
| 1Y | -58.4% | +21.6% | -80.0% | -60.8% |
| All | -17.6% | +111.6% | -129.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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