-53.6%
BSX vs SPMO
+11.0%
-64.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.2% | +5.2% |
| 7D | +8.0% | -8.9% | +16.9% | +6.6% |
| 30D | +8.1% | -13.8% | +21.9% | +6.1% |
| 3M | -6.7% | -12.5% | +5.9% | -8.1% |
| 6M | -19.4% | -1.5% | -17.9% | -23.2% |
| YTD | -51.9% | +11.3% | -63.3% | -55.9% |
| 1Y | -53.6% | +11.5% | -65.1% | -57.6% |
| All | -53.6% | +11.0% | -64.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling