+154.4%
BSX vs SPMO
+562.6%
-408.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.0% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | -15.8% | -0.7% | -15.1% | -15.5% |
| 3M | -10.8% | +2.8% | -13.7% | -14.4% |
| 6M | -38.4% | +24.4% | -62.8% | -48.7% |
| YTD | -54.8% | +24.2% | -79.0% | -62.4% |
| 1Y | -59.0% | +24.5% | -83.5% | -66.1% |
| 3Y | -20.0% | +155.6% | -175.6% | -62.2% |
| 5Y | -3.1% | +148.2% | -151.2% | -53.5% |
| 10Y | +83.3% | +514.8% | -431.5% | -50.4% |
| All | +154.4% | +562.6% | -408.2% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling