-16.5%
BSX vs SPGI
+17.8%
-34.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -4.9% |
| 7D | -6.4% | -2.5% | -4.0% | -5.7% |
| 30D | -8.8% | +5.4% | -14.2% | -10.5% |
| 3M | -7.6% | +9.0% | -16.7% | -10.5% |
| 6M | -37.0% | +0.8% | -37.7% | -37.4% |
| YTD | -52.8% | -12.6% | -40.3% | -51.1% |
| 1Y | -58.4% | -16.1% | -42.3% | -56.1% |
| 3Y | -16.5% | +19.0% | -35.5% | -23.2% |
| All | -16.5% | +17.8% | -34.3% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling