+81.0%
BSX vs STLA
+55.1%
+25.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.8% |
| 7D | -10.1% | -2.9% | -7.2% | -9.5% |
| 30D | -16.4% | +0.9% | -17.3% | -16.6% |
| 3M | -8.9% | -21.6% | +12.7% | -4.3% |
| 6M | -38.3% | -21.6% | -16.6% | -35.8% |
| YTD | -54.9% | -50.4% | -4.5% | -48.5% |
| 1Y | -58.8% | -43.6% | -15.2% | -54.9% |
| 3Y | -21.2% | -66.4% | +45.2% | -5.6% |
| 5Y | -3.3% | -62.3% | +59.0% | +8.5% |
| All | +81.0% | +55.1% | +25.9% | +42.1% |
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