+1,420.9%
BSX vs SPG
+5,939.2%
-4,518.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.0% | +3.1% | -4.1% | -1.8% |
| 30D | +2.1% | +16.4% | -14.4% | -2.0% |
| 3M | -14.0% | +7.1% | -21.1% | -15.6% |
| 6M | -18.3% | +16.1% | -34.4% | -21.6% |
| YTD | -53.6% | +30.4% | -84.1% | -57.0% |
| 1Y | -57.6% | +33.0% | -90.5% | -60.9% |
| 3Y | -14.3% | +134.6% | -148.9% | -32.9% |
| 5Y | +5.1% | +84.9% | -79.8% | -13.5% |
| 10Y | +105.6% | +114.9% | -9.3% | +47.4% |
| All | +1,420.9% | +5,939.2% | -4,518.4% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling