-1.0%
BSX vs SPGI
+1.6%
-2.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.5% | +0.9% |
| 7D | -7.0% | -3.1% | -4.0% | -6.0% |
| 30D | -10.9% | +2.0% | -12.9% | -11.8% |
| 3M | -8.2% | +4.3% | -12.5% | -10.1% |
| 6M | -37.5% | -0.2% | -37.2% | -37.8% |
| YTD | -52.8% | -14.8% | -38.1% | -50.6% |
| 1Y | -58.4% | -18.5% | -39.9% | -55.6% |
| 3Y | -16.5% | +16.0% | -32.5% | -24.2% |
| 5Y | -1.0% | +2.2% | -3.2% | -8.3% |
| All | -1.0% | +1.6% | -2.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling