-13.3%
BSX vs STRL
+340.9%
-354.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +2.8% | -19.8% | +22.6% | +2.9% |
| 30D | +4.6% | -43.6% | +48.2% | +5.4% |
| 3M | -11.4% | -45.2% | +33.8% | -10.7% |
| 6M | -17.1% | -65.7% | +48.6% | -15.5% |
| YTD | -53.1% | -5.4% | -47.7% | -56.0% |
| 1Y | -55.7% | -24.7% | -31.0% | -57.7% |
| 3Y | -13.3% | +335.0% | -348.3% | -30.9% |
| All | -13.3% | +340.9% | -354.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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