-16.5%
BSX vs STT
+203.8%
-220.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.7% |
| 7D | -6.4% | +2.2% | -8.6% | -6.8% |
| 30D | -8.8% | +3.9% | -12.7% | -9.4% |
| 3M | -7.6% | +19.2% | -26.8% | -10.8% |
| 6M | -37.0% | +60.4% | -97.3% | -42.9% |
| YTD | -52.8% | +51.5% | -104.3% | -56.9% |
| 1Y | -58.4% | +76.3% | -134.7% | -63.8% |
| 3Y | -16.5% | +200.7% | -217.3% | -38.5% |
| All | -16.5% | +203.8% | -220.3% | -38.5% |
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