-17.6%
BSX vs STZ
-49.9%
+32.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -7.0% | -6.0% | -1.0% | -6.2% |
| 30D | -10.9% | -8.9% | -2.0% | -9.7% |
| 3M | -8.2% | -12.6% | +4.4% | -6.5% |
| 6M | -37.5% | -17.2% | -20.3% | -36.0% |
| YTD | -52.8% | -10.0% | -42.8% | -52.4% |
| 1Y | -58.4% | -14.3% | -44.1% | -57.8% |
| All | -17.6% | -49.9% | +32.3% | -13.7% |
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