+81.0%
BSX vs SPYM
+325.3%
-244.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -10.1% | -0.8% | -9.3% | -9.4% |
| 30D | -16.4% | -1.1% | -15.3% | -15.6% |
| 3M | -8.9% | +3.9% | -12.8% | -12.0% |
| 6M | -38.3% | +13.6% | -51.9% | -45.2% |
| YTD | -54.9% | +12.7% | -67.7% | -59.8% |
| 1Y | -58.8% | +17.6% | -76.4% | -64.7% |
| 3Y | -21.2% | +77.2% | -98.5% | -54.4% |
| 5Y | -3.3% | +84.1% | -87.5% | -46.7% |
| All | +81.0% | +325.3% | -244.3% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling