+1,016.5%
BSX vs STZ
+7,505.6%
-6,489.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +2.0% | -1.9% | +4.0% | +2.5% |
| 30D | +0.1% | -1.9% | +2.0% | +0.5% |
| 3M | -2.1% | -6.2% | +4.1% | -0.7% |
| 6M | -33.8% | -14.0% | -19.8% | -31.5% |
| YTD | -49.9% | -5.1% | -44.8% | -49.6% |
| 1Y | -55.4% | -9.6% | -45.9% | -54.8% |
| 3Y | -10.9% | -47.2% | +36.4% | +1.8% |
| 5Y | +6.4% | -33.6% | +40.0% | +13.9% |
| 10Y | +97.0% | -9.8% | +106.8% | +92.2% |
| All | +1,016.5% | +7,505.6% | -6,489.1% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling