+150.1%
BSX vs SRE
+1,553.2%
-1,403.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.6% |
| 7D | -6.4% | +1.4% | -7.9% | -7.0% |
| 30D | -8.8% | +1.9% | -10.7% | -9.9% |
| 3M | -7.6% | -3.3% | -4.4% | -6.9% |
| 6M | -37.0% | -6.4% | -30.5% | -35.8% |
| YTD | -52.8% | -1.8% | -51.0% | -53.0% |
| 1Y | -58.4% | +10.7% | -69.2% | -60.7% |
| 3Y | -16.5% | +31.8% | -48.3% | -28.3% |
| 5Y | -1.2% | +49.2% | -50.4% | -20.5% |
| 10Y | +83.7% | +118.5% | -34.8% | +23.7% |
| All | +150.1% | +1,553.2% | -1,403.1% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling