-1.0%
BSX vs STT
+158.4%
-159.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.0% | +1.0% | -8.0% | -7.3% |
| 30D | -10.9% | +2.8% | -13.7% | -11.5% |
| 3M | -8.2% | +18.1% | -26.3% | -12.1% |
| 6M | -37.5% | +59.2% | -96.7% | -44.8% |
| YTD | -52.8% | +51.5% | -104.3% | -58.0% |
| 1Y | -58.4% | +75.7% | -134.1% | -64.6% |
| 3Y | -16.5% | +200.8% | -217.3% | -40.1% |
| 5Y | -1.0% | +155.8% | -156.8% | -29.5% |
| All | -1.0% | +158.4% | -159.4% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling