+56.5%
BSX vs SPOT
+216.9%
-160.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | -10.1% | -3.1% | -7.0% | -9.6% |
| 30D | -16.4% | +7.4% | -23.8% | -17.4% |
| 3M | -8.9% | +8.2% | -17.1% | -10.2% |
| 6M | -38.3% | +2.2% | -40.5% | -38.8% |
| YTD | -54.9% | -9.5% | -45.5% | -54.6% |
| 1Y | -58.8% | -23.8% | -35.0% | -57.6% |
| 3Y | -21.2% | +233.5% | -254.7% | -35.7% |
| 5Y | -3.3% | +112.2% | -115.5% | -19.2% |
| All | +56.5% | +216.9% | -160.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling