-59.0%
BSX vs STT
+75.2%
-134.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.2% |
| 7D | -8.2% | -1.4% | -6.8% | -8.3% |
| 30D | -15.8% | +2.2% | -18.0% | -15.7% |
| 3M | -10.8% | +18.8% | -29.7% | -9.5% |
| 6M | -38.4% | +57.9% | -96.3% | -35.8% |
| YTD | -54.8% | +51.0% | -105.8% | -53.2% |
| 1Y | -59.0% | +77.1% | -136.2% | -58.6% |
| All | -59.0% | +75.2% | -134.2% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling