+954.1%
BSX vs STZ
+8,519.5%
-7,565.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +2.9% | +14.9% | -12.0% | -0.5% |
| 3M | -11.8% | +8.4% | -20.3% | -13.7% |
| 6M | -15.4% | +2.8% | -18.2% | -16.1% |
| YTD | -52.7% | +7.5% | -60.2% | -53.9% |
| 1Y | -56.0% | +12.5% | -68.5% | -57.7% |
| 3Y | -12.5% | -35.4% | +22.9% | -5.0% |
| 5Y | +7.6% | -29.3% | +36.9% | +13.4% |
| 10Y | +109.9% | +11.8% | +98.1% | +94.6% |
| All | +954.1% | +8,519.5% | -7,565.4% | +275.2% |
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