+1,016.5%
BSX vs SPGI
+11,317.6%
-10,301.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | +0.1% | +8.4% | -8.3% | -3.7% |
| 3M | -2.1% | +11.8% | -14.0% | -7.5% |
| 6M | -33.8% | +5.7% | -39.5% | -36.0% |
| YTD | -49.9% | -9.7% | -40.2% | -48.6% |
| 1Y | -55.4% | -12.5% | -43.0% | -53.9% |
| 3Y | -10.9% | +21.8% | -32.7% | -21.0% |
| 5Y | +6.4% | +8.2% | -1.8% | -2.5% |
| 10Y | +97.0% | +309.5% | -212.5% | -1.1% |
| All | +1,016.5% | +11,317.6% | -10,301.1% | +25.3% |
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 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