-17.7%
BSX vs STLA
-76.9%
+59.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.6% |
| 7D | -1.0% | -13.1% | +12.1% | 0.0% |
| 30D | +2.1% | -13.3% | +15.3% | +3.1% |
| 3M | -14.0% | -27.9% | +13.8% | -11.9% |
| 6M | -18.3% | -47.8% | +29.5% | -14.4% |
| YTD | -53.6% | -64.6% | +10.9% | -49.9% |
| 1Y | -57.6% | -64.0% | +6.4% | -54.2% |
| All | -17.7% | -76.9% | +59.2% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling