-59.0%
BSX vs SPGI
-20.0%
-39.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.8% |
| 7D | -8.2% | -8.9% | +0.7% | -6.9% |
| 30D | -15.8% | +0.6% | -16.5% | -16.0% |
| 3M | -10.8% | +2.0% | -12.8% | -11.1% |
| 6M | -38.4% | +0.1% | -38.5% | -38.5% |
| YTD | -54.8% | -16.4% | -38.4% | -55.0% |
| 1Y | -59.0% | -18.9% | -40.1% | -59.8% |
| All | -59.0% | -20.0% | -39.0% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling