+935.7%
BSX vs SPGI
+12,092.0%
-11,156.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +3.7% | +1.2% | +2.5% | +3.2% |
| 30D | +3.1% | +15.9% | -12.8% | -3.3% |
| 3M | -14.2% | +12.3% | -26.5% | -18.6% |
| 6M | -16.4% | +23.7% | -40.1% | -24.4% |
| YTD | -53.5% | -3.5% | -49.9% | -53.7% |
| 1Y | -57.8% | +0.4% | -58.2% | -58.7% |
| 3Y | -17.4% | +29.9% | -47.3% | -28.7% |
| 5Y | +5.4% | +15.2% | -9.8% | -5.8% |
| 10Y | +106.2% | +337.2% | -231.0% | +0.7% |
| All | +935.7% | +12,092.0% | -11,156.3% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling