+81.0%
BSX vs SPY
+322.5%
-241.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.0% |
| 7D | -10.1% | -0.8% | -9.3% | -9.4% |
| 30D | -16.4% | -1.1% | -15.4% | -15.6% |
| 3M | -8.9% | +3.9% | -12.7% | -12.1% |
| 6M | -38.3% | +13.6% | -51.9% | -45.2% |
| YTD | -54.9% | +12.7% | -67.6% | -59.8% |
| 1Y | -58.8% | +17.5% | -76.3% | -64.7% |
| 3Y | -21.2% | +76.9% | -98.1% | -54.6% |
| 5Y | -3.3% | +83.6% | -86.9% | -46.9% |
| All | +81.0% | +322.5% | -241.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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