+91.2%
BSX vs STM
+656.4%
-565.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -7.0% | +1.7% | -8.7% | -7.3% |
| 30D | -10.9% | -5.2% | -5.7% | -10.1% |
| 3M | -8.2% | -29.6% | +21.4% | -3.4% |
| 6M | -37.5% | +54.4% | -91.8% | -45.5% |
| YTD | -52.8% | +99.5% | -152.4% | -61.7% |
| 1Y | -58.4% | +100.8% | -159.2% | -66.5% |
| 3Y | -16.5% | +20.2% | -36.7% | -27.1% |
| 5Y | -1.0% | +21.1% | -22.1% | -17.4% |
| 10Y | +91.2% | +664.5% | -573.3% | -4.0% |
| All | +91.2% | +656.4% | -565.2% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling