-2.8%
BSX vs SPG
+106.0%
-108.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -1.2% | -8.9% | -9.8% |
| 30D | -16.4% | -6.1% | -10.3% | -14.8% |
| 3M | -8.9% | -3.6% | -5.2% | -7.9% |
| 6M | -38.3% | +10.4% | -48.7% | -40.3% |
| YTD | -54.9% | +14.4% | -69.3% | -57.0% |
| 1Y | -58.8% | +16.5% | -75.3% | -61.0% |
| 3Y | -21.2% | +106.8% | -128.0% | -38.9% |
| All | -2.8% | +106.0% | -108.8% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling