+699.6%
BSX vs SPY
+3,074.3%
-2,374.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.4% |
| 7D | -6.4% | +0.5% | -7.0% | -6.9% |
| 30D | -8.8% | -0.9% | -7.8% | -8.0% |
| 3M | -7.6% | +3.9% | -11.5% | -11.0% |
| 6M | -37.0% | +14.5% | -51.5% | -44.5% |
| YTD | -52.8% | +12.9% | -65.7% | -58.1% |
| 1Y | -58.4% | +19.4% | -77.8% | -65.0% |
| 3Y | -16.5% | +78.5% | -95.0% | -51.9% |
| 5Y | -1.2% | +81.8% | -82.9% | -44.8% |
| 10Y | +83.7% | +311.5% | -227.8% | -50.9% |
| All | +699.6% | +3,074.3% | -2,374.6% | -70.7% |
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