-55.4%
BSX vs SPMO
+29.9%
-85.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +2.0% |
| 7D | +2.0% | +2.0% | 0.0% | +2.3% |
| 30D | +0.1% | -0.4% | +0.5% | +0.1% |
| 3M | -2.1% | -1.9% | -0.3% | -2.6% |
| 6M | -33.8% | +25.0% | -58.8% | -37.6% |
| YTD | -49.9% | +26.0% | -75.9% | -52.6% |
| 1Y | -55.4% | +28.7% | -84.1% | -57.0% |
| All | -55.4% | +29.9% | -85.4% | -57.0% |
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