+63.8%
BSX vs SPOT
+218.6%
-154.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -5.5% |
| 7D | -6.4% | -2.9% | -3.6% | -6.0% |
| 30D | -8.8% | +8.3% | -17.1% | -10.0% |
| 3M | -7.6% | +5.1% | -12.7% | -8.6% |
| 6M | -37.0% | -6.5% | -30.5% | -36.7% |
| YTD | -52.8% | -9.0% | -43.9% | -52.6% |
| 1Y | -58.4% | -26.4% | -32.0% | -56.9% |
| 3Y | -16.5% | +240.0% | -256.5% | -32.1% |
| 5Y | -1.2% | +111.7% | -112.9% | -17.4% |
| All | +63.8% | +218.6% | -154.8% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling