+1,016.5%
BSX vs STRL
+27,699.4%
-26,682.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +1.5% |
| 7D | +2.0% | +3.4% | -1.3% | +1.9% |
| 30D | +0.1% | -9.2% | +9.4% | +0.5% |
| 3M | -2.1% | -51.0% | +48.9% | +0.8% |
| 6M | -33.8% | +15.8% | -49.6% | -35.4% |
| YTD | -49.9% | +58.9% | -108.7% | -51.9% |
| 1Y | -55.4% | +68.5% | -124.0% | -57.6% |
| 3Y | -10.9% | +485.2% | -496.1% | -21.4% |
| 5Y | +6.4% | +2,005.1% | -1,998.7% | -12.6% |
| 10Y | +97.0% | +7,118.0% | -7,020.9% | +50.2% |
| All | +1,016.5% | +27,699.4% | -26,682.9% | +570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling