+1,031.5%
BSX vs STM
+2,025.5%
-994.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -1.0% | +16.3% | -17.3% | -4.0% |
| 30D | +2.1% | -6.3% | +8.3% | +2.7% |
| 3M | -14.0% | -14.1% | +0.1% | -12.4% |
| 6M | -18.3% | -19.6% | +1.3% | -17.7% |
| YTD | -53.6% | +80.1% | -133.8% | -61.3% |
| 1Y | -57.6% | +95.4% | -152.9% | -65.2% |
| 3Y | -14.3% | +14.7% | -29.0% | -24.6% |
| 5Y | +5.1% | -5.4% | +10.5% | -6.4% |
| 10Y | +105.6% | +465.5% | -359.9% | +17.8% |
| All | +1,031.5% | +2,025.5% | -994.0% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling