-17.6%
BSX vs STLA
-66.8%
+49.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.1% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -10.9% | -5.2% | -5.7% | -10.5% |
| 3M | -8.2% | -24.9% | +16.7% | -6.1% |
| 6M | -37.5% | -25.2% | -12.3% | -36.3% |
| YTD | -52.8% | -51.4% | -1.4% | -50.0% |
| 1Y | -58.4% | -40.7% | -17.7% | -57.3% |
| All | -17.6% | -66.8% | +49.2% | -15.2% |
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