+944.1%
BSX vs STT
+3,523.5%
-2,579.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.8% | +1.1% | +1.6% | +2.5% |
| 30D | +4.6% | -1.9% | +6.5% | +5.1% |
| 3M | -11.4% | -7.6% | -3.8% | -9.6% |
| 6M | -17.1% | +16.0% | -33.1% | -20.9% |
| YTD | -53.1% | +36.2% | -89.3% | -57.5% |
| 1Y | -55.7% | +46.8% | -102.5% | -60.7% |
| 3Y | -13.3% | +177.8% | -191.1% | -36.6% |
| 5Y | +5.3% | +105.8% | -100.5% | -18.4% |
| 10Y | +104.3% | +197.6% | -93.3% | +36.6% |
| All | +944.1% | +3,523.5% | -2,579.5% | +187.6% |
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