-16.5%
BSX vs STM
+20.8%
-37.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.9% |
| 7D | -6.4% | +5.2% | -11.7% | -6.7% |
| 30D | -8.8% | -7.4% | -1.4% | -8.5% |
| 3M | -7.6% | -30.6% | +23.0% | -6.2% |
| 6M | -37.0% | +66.4% | -103.3% | -41.3% |
| YTD | -52.8% | +101.1% | -154.0% | -57.2% |
| 1Y | -58.4% | +97.4% | -155.8% | -62.4% |
| 3Y | -16.5% | +21.1% | -37.6% | -22.7% |
| All | -16.5% | +20.8% | -37.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling