+6.0%
BSX vs SUI
-32.0%
+38.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | +2.0% | -2.8% | +4.9% | +2.9% |
| 30D | +0.1% | -1.2% | +1.3% | +0.4% |
| 3M | -2.1% | -1.7% | -0.4% | -1.7% |
| 6M | -33.8% | -10.5% | -23.3% | -31.9% |
| YTD | -49.9% | -1.8% | -48.0% | -49.8% |
| 1Y | -55.4% | -4.1% | -51.4% | -55.1% |
| 3Y | -10.9% | +11.3% | -22.1% | -15.9% |
| All | +6.0% | -32.0% | +38.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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