+81.0%
BSX vs SRE
+122.3%
-41.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -10.1% | -0.8% | -9.3% | -9.8% |
| 30D | -16.4% | -3.0% | -13.4% | -15.7% |
| 3M | -8.9% | -8.3% | -0.6% | -6.0% |
| 6M | -38.3% | -8.9% | -29.4% | -36.3% |
| YTD | -54.9% | -4.3% | -50.7% | -54.7% |
| 1Y | -58.8% | +2.7% | -61.5% | -60.0% |
| 3Y | -21.2% | +28.7% | -49.9% | -33.3% |
| 5Y | -3.3% | +47.1% | -50.5% | -25.2% |
| All | +81.0% | +122.3% | -41.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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