-55.4%
BSX vs STZ
-10.2%
-45.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.0% | -1.9% | +4.0% | +2.3% |
| 30D | +0.1% | -1.9% | +2.0% | +0.3% |
| 3M | -2.1% | -6.2% | +4.1% | -1.4% |
| 6M | -33.8% | -14.0% | -19.8% | -32.8% |
| YTD | -49.9% | -5.1% | -44.8% | -49.7% |
| 1Y | -55.4% | -9.6% | -45.9% | -55.4% |
| All | -55.4% | -10.2% | -45.3% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling