+7.3%
BSX vs SPY
+72.1%
-64.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +3.7% | +2.6% | +1.1% | +2.0% |
| 30D | +3.1% | -2.0% | +5.1% | +4.4% |
| 3M | -14.2% | -2.8% | -11.4% | -12.8% |
| 6M | -16.4% | +2.1% | -18.6% | -17.9% |
| YTD | -53.5% | +11.5% | -65.0% | -57.0% |
| 1Y | -57.8% | +13.5% | -71.2% | -61.5% |
| 3Y | -17.4% | +77.7% | -95.1% | -45.9% |
| All | +7.3% | +72.1% | -64.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling