-55.4%
BSX vs STLD
+89.3%
-144.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.7% |
| 7D | +2.0% | +3.1% | -1.1% | +2.3% |
| 30D | +0.1% | -9.0% | +9.1% | -1.0% |
| 3M | -2.1% | -12.4% | +10.2% | -3.8% |
| 6M | -33.8% | +25.5% | -59.3% | -32.2% |
| YTD | -49.9% | +43.6% | -93.5% | -48.3% |
| 1Y | -55.4% | +87.2% | -142.6% | -53.8% |
| All | -55.4% | +89.3% | -144.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling