-57.8%
BSX vs STT
+46.7%
-104.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +3.7% | +4.8% | -1.0% | +4.2% |
| 30D | +3.1% | +3.9% | -0.8% | +3.6% |
| 3M | -14.2% | -8.2% | -6.1% | -15.4% |
| 6M | -16.4% | +15.6% | -32.0% | -14.9% |
| YTD | -53.5% | +37.6% | -91.1% | -51.4% |
| 1Y | -57.8% | +50.1% | -107.9% | -56.4% |
| All | -57.8% | +46.7% | -104.5% | -56.4% |
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