+79.3%
BSX vs SPYM
+820.0%
-740.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | -7.0% | -0.4% | -6.7% | -6.8% |
| 30D | -10.9% | -1.4% | -9.5% | -9.8% |
| 3M | -8.2% | +3.7% | -11.9% | -11.4% |
| 6M | -37.5% | +13.0% | -50.5% | -44.3% |
| YTD | -52.8% | +12.5% | -65.3% | -57.9% |
| 1Y | -58.4% | +18.6% | -77.0% | -64.7% |
| 3Y | -16.5% | +78.0% | -94.6% | -51.7% |
| 5Y | -1.0% | +82.3% | -83.3% | -44.7% |
| 10Y | +91.2% | +322.9% | -231.6% | -50.5% |
| All | +79.3% | +820.0% | -740.7% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling