-1.4%
BSX vs STLD
+255.4%
-256.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | +1.8% | -11.1% | +13.0% | +3.1% |
| 30D | +2.8% | -4.8% | +7.6% | +3.3% |
| 3M | -13.3% | -14.6% | +1.3% | -12.0% |
| 6M | -23.7% | -7.4% | -16.3% | -23.5% |
| YTD | -55.2% | +32.6% | -87.7% | -57.5% |
| 1Y | -56.8% | +47.3% | -104.2% | -59.8% |
| 3Y | -19.0% | +107.5% | -126.6% | -30.4% |
| All | -1.4% | +255.4% | -256.8% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling