+81.5%
BSX vs SPGI
+291.9%
-210.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.2% |
| 7D | -8.2% | -8.9% | +0.7% | -3.9% |
| 30D | -15.8% | +0.6% | -16.5% | -16.3% |
| 3M | -10.8% | +2.0% | -12.8% | -12.3% |
| 6M | -38.4% | +0.1% | -38.5% | -39.1% |
| YTD | -54.8% | -16.4% | -38.4% | -51.7% |
| 1Y | -59.0% | -18.9% | -40.1% | -55.7% |
| 3Y | -20.0% | +13.8% | -33.7% | -28.6% |
| 5Y | -3.1% | +0.5% | -3.6% | -9.6% |
| All | +81.5% | +291.9% | -210.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling