-13.3%
BSX vs STT
+180.5%
-193.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.8% | +1.1% | +1.6% | +2.6% |
| 30D | +4.6% | -1.9% | +6.5% | +4.9% |
| 3M | -11.4% | -7.6% | -3.8% | -10.5% |
| 6M | -17.1% | +16.0% | -33.1% | -19.6% |
| YTD | -53.1% | +36.2% | -89.3% | -56.2% |
| 1Y | -55.7% | +46.8% | -102.5% | -59.5% |
| 3Y | -13.3% | +177.8% | -191.1% | -27.5% |
| All | -13.3% | +180.5% | -193.8% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling