-1.0%
BSX vs STZ
-38.0%
+37.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -7.0% | -6.0% | -1.0% | -5.8% |
| 30D | -10.9% | -8.9% | -2.0% | -9.1% |
| 3M | -8.2% | -12.6% | +4.4% | -5.6% |
| 6M | -37.5% | -17.2% | -20.3% | -35.1% |
| YTD | -52.8% | -10.0% | -42.8% | -52.2% |
| 1Y | -58.4% | -14.3% | -44.1% | -57.4% |
| 3Y | -16.5% | -49.9% | +33.4% | -3.2% |
| 5Y | -1.0% | -38.2% | +37.2% | +0.7% |
| All | -1.0% | -38.0% | +37.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling