+688.3%
BSX vs SPY
+3,034.0%
-2,345.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +3.7% | +2.6% | +1.1% | +1.4% |
| 30D | +3.1% | -2.0% | +5.1% | +4.8% |
| 3M | -14.2% | -2.8% | -11.4% | -12.2% |
| 6M | -16.4% | +2.1% | -18.6% | -18.5% |
| YTD | -53.5% | +11.5% | -65.0% | -58.3% |
| 1Y | -57.8% | +13.5% | -71.2% | -62.7% |
| 3Y | -17.4% | +77.7% | -95.1% | -52.4% |
| 5Y | +5.4% | +72.6% | -67.2% | -38.4% |
| 10Y | +106.2% | +308.2% | -201.9% | -44.7% |
| All | +688.3% | +3,034.0% | -2,345.7% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling