+81.5%
BSX vs STT
+267.9%
-186.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -8.2% | -1.4% | -6.8% | -7.8% |
| 30D | -15.8% | +2.2% | -18.0% | -16.5% |
| 3M | -10.8% | +18.8% | -29.7% | -16.1% |
| 6M | -38.4% | +57.9% | -96.3% | -47.5% |
| YTD | -54.8% | +51.0% | -105.8% | -61.1% |
| 1Y | -59.0% | +77.1% | -136.2% | -66.8% |
| 3Y | -20.0% | +199.8% | -219.8% | -47.1% |
| 5Y | -3.1% | +156.0% | -159.0% | -34.8% |
| All | +81.5% | +267.9% | -186.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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