-3.1%
BSX vs SPY
+79.8%
-82.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.7% |
| 7D | -8.2% | -2.0% | -6.2% | -7.0% |
| 30D | -15.8% | -1.7% | -14.2% | -14.9% |
| 3M | -10.8% | +4.7% | -15.6% | -13.7% |
| 6M | -38.4% | +12.5% | -50.9% | -43.3% |
| YTD | -54.8% | +11.7% | -66.5% | -58.3% |
| 1Y | -59.0% | +17.5% | -76.5% | -63.6% |
| 3Y | -20.0% | +76.6% | -96.6% | -47.6% |
| 5Y | -3.1% | +82.0% | -85.1% | -39.0% |
| All | -3.1% | +79.8% | -82.8% | -39.0% |
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 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