-17.4%
BSX vs STLD
+119.8%
-137.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.4% |
| 7D | +3.7% | +2.9% | +0.8% | +3.6% |
| 30D | +3.1% | -5.6% | +8.7% | +3.3% |
| 3M | -14.2% | -11.7% | -2.5% | -13.9% |
| 6M | -16.4% | -2.8% | -13.7% | -16.6% |
| YTD | -53.5% | +36.4% | -89.9% | -54.9% |
| 1Y | -57.8% | +50.0% | -107.8% | -59.5% |
| 3Y | -17.4% | +122.3% | -139.8% | -24.1% |
| All | -17.4% | +119.8% | -137.3% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling