+778.7%
BSX vs STLA
+263.8%
+514.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +2.0% | +2.6% | -0.5% | +1.6% |
| 30D | +0.1% | -1.2% | +1.4% | +0.3% |
| 3M | -2.1% | -24.8% | +22.6% | +2.4% |
| 6M | -33.8% | -25.6% | -8.2% | -31.0% |
| YTD | -49.9% | -48.9% | -0.9% | -44.7% |
| 1Y | -55.4% | -38.8% | -16.7% | -52.8% |
| 3Y | -10.9% | -64.5% | +53.7% | +1.5% |
| 5Y | +6.4% | -62.4% | +68.8% | +17.4% |
| 10Y | +97.0% | +55.4% | +41.6% | +69.0% |
| All | +778.7% | +263.8% | +514.9% | +631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling