+113.3%
BSX vs STZ
+13.4%
+99.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +3.7% | +2.6% | +1.2% | +2.8% |
| 30D | +3.1% | +15.2% | -12.1% | -1.8% |
| 3M | -14.2% | +7.6% | -21.9% | -16.5% |
| 6M | -16.4% | +5.3% | -21.7% | -18.1% |
| YTD | -53.5% | +8.6% | -62.1% | -55.5% |
| 1Y | -57.8% | +15.6% | -73.3% | -60.6% |
| 3Y | -17.4% | -35.2% | +17.7% | -7.0% |
| 5Y | +5.4% | -29.1% | +34.5% | +12.6% |
| All | +113.3% | +13.4% | +99.9% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling