-21.2%
BSX vs SPYG
+98.4%
-119.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -10.1% | -0.9% | -9.2% | -9.8% |
| 30D | -16.4% | -1.5% | -14.9% | -15.9% |
| 3M | -8.9% | +3.7% | -12.6% | -10.4% |
| 6M | -38.3% | +16.4% | -54.7% | -42.5% |
| YTD | -54.9% | +13.3% | -68.3% | -57.5% |
| 1Y | -58.8% | +17.9% | -76.7% | -62.0% |
| 3Y | -21.2% | +98.3% | -119.6% | -44.4% |
| All | -21.2% | +98.4% | -119.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling