-53.6%
BSX vs STM
+92.4%
-146.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.1% | +11.4% | +4.9% |
| 7D | +8.0% | -6.0% | +14.0% | +7.5% |
| 30D | +8.1% | -20.9% | +29.0% | +6.6% |
| 3M | -6.7% | -15.8% | +9.1% | -7.5% |
| 6M | -19.4% | -17.0% | -2.4% | -20.6% |
| YTD | -51.9% | +76.8% | -128.7% | -50.6% |
| 1Y | -53.6% | +96.5% | -150.1% | -52.8% |
| All | -53.6% | +92.4% | -146.0% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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