+113.3%
BSX vs STLD
+761.4%
-648.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +1.0% |
| 7D | +3.7% | +2.9% | +0.8% | +3.1% |
| 30D | +3.1% | -5.6% | +8.7% | +4.1% |
| 3M | -14.2% | -11.7% | -2.5% | -12.4% |
| 6M | -16.4% | -2.8% | -13.7% | -16.9% |
| YTD | -53.5% | +36.4% | -89.9% | -57.5% |
| 1Y | -57.8% | +50.0% | -107.8% | -62.3% |
| 3Y | -17.4% | +122.3% | -139.8% | -35.0% |
| 5Y | +5.4% | +273.2% | -267.8% | -31.3% |
| All | +113.3% | +761.4% | -648.1% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling