+3.4%
BSX vs SW
-1.6%
+5.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | +4.6% | +4.7% | -0.1% | +4.2% |
| 30D | +5.8% | +5.0% | +0.8% | +5.4% |
| 3M | -6.5% | -7.3% | +0.8% | -6.0% |
| 6M | -20.3% | +15.0% | -35.2% | -21.2% |
| YTD | -53.2% | +18.5% | -71.7% | -54.1% |
| 1Y | -54.9% | +27.1% | -82.0% | -56.0% |
| 3Y | -15.0% | +49.3% | -64.3% | -18.6% |
| 5Y | +3.4% | -1.6% | +5.1% | -1.7% |
| All | +3.4% | -1.6% | +5.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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