-17.4%
BSX vs STZ
-34.9%
+17.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +3.7% | +2.6% | +1.2% | +3.3% |
| 30D | +3.1% | +15.2% | -12.1% | +1.0% |
| 3M | -14.2% | +7.6% | -21.9% | -15.3% |
| 6M | -16.4% | +5.3% | -21.7% | -17.3% |
| YTD | -53.5% | +8.6% | -62.1% | -54.3% |
| 1Y | -57.8% | +15.6% | -73.3% | -58.8% |
| 3Y | -17.4% | -35.2% | +17.7% | -15.9% |
| All | -17.4% | -34.9% | +17.5% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling