+954.1%
BSX vs SPGI
+12,131.1%
-11,177.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.5% | -1.4% | -0.1% | -0.9% |
| 30D | +2.9% | +15.3% | -12.3% | -3.2% |
| 3M | -11.8% | +16.5% | -28.4% | -17.7% |
| 6M | -15.4% | +19.8% | -35.3% | -22.4% |
| YTD | -52.7% | -3.2% | -49.4% | -52.9% |
| 1Y | -56.0% | +1.8% | -57.8% | -57.2% |
| 3Y | -12.5% | +30.6% | -43.1% | -24.6% |
| 5Y | +7.6% | +16.0% | -8.5% | -4.2% |
| 10Y | +109.9% | +338.6% | -228.7% | +2.3% |
| All | +954.1% | +12,131.1% | -11,177.0% | +15.0% |
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