+113.3%
BSX vs STLA
-4.1%
+117.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | +3.7% | -13.8% | +17.5% | +7.0% |
| 30D | +3.1% | -10.5% | +13.7% | +5.2% |
| 3M | -14.2% | -28.9% | +14.6% | -8.4% |
| 6M | -16.4% | -49.7% | +33.3% | -4.3% |
| YTD | -53.5% | -64.9% | +11.4% | -43.1% |
| 1Y | -57.8% | -64.0% | +6.3% | -48.8% |
| 3Y | -17.4% | -77.4% | +60.0% | +7.9% |
| 5Y | +5.4% | -74.4% | +79.8% | +28.4% |
| All | +113.3% | -4.1% | +117.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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