+204.0%
BSX vs STLD
+8,593.6%
-8,389.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +2.9% | -0.1% | +3.0% | +2.8% |
| 3M | -11.8% | -9.2% | -2.7% | -10.6% |
| 6M | -15.4% | +1.8% | -17.2% | -16.5% |
| YTD | -52.7% | +42.1% | -94.8% | -56.7% |
| 1Y | -56.0% | +58.5% | -114.5% | -60.6% |
| 3Y | -12.5% | +128.2% | -140.7% | -29.0% |
| 5Y | +7.6% | +288.2% | -280.7% | -24.2% |
| 10Y | +109.9% | +799.8% | -689.9% | +17.4% |
| All | +204.0% | +8,593.6% | -8,389.6% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling