-21.2%
BSX vs SPMO
+155.8%
-177.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -10.1% | -0.9% | -9.1% | -9.8% |
| 30D | -16.4% | -1.9% | -14.5% | -16.0% |
| 3M | -8.9% | -1.4% | -7.5% | -9.4% |
| 6M | -38.3% | +25.5% | -63.8% | -45.3% |
| YTD | -54.9% | +24.8% | -79.8% | -60.0% |
| 1Y | -58.8% | +24.5% | -83.3% | -63.5% |
| 3Y | -21.2% | +157.1% | -178.4% | -49.8% |
| All | -21.2% | +155.8% | -177.0% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling