+903.9%
BSX vs STT
+3,961.9%
-3,058.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -10.1% | -0.4% | -9.6% | -10.0% |
| 30D | -16.4% | +1.7% | -18.1% | -16.9% |
| 3M | -8.9% | +17.9% | -26.8% | -13.2% |
| 6M | -38.3% | +55.3% | -93.6% | -45.7% |
| YTD | -54.9% | +52.7% | -107.6% | -60.4% |
| 1Y | -58.8% | +75.7% | -134.5% | -65.3% |
| 3Y | -21.2% | +197.9% | -219.1% | -43.4% |
| 5Y | -3.3% | +158.8% | -162.1% | -29.7% |
| 10Y | +82.8% | +269.3% | -186.4% | +15.4% |
| All | +903.9% | +3,961.9% | -3,058.0% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling