+950.2%
BSX vs SYY
+2,836.8%
-1,886.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | -10.9% | -2.7% | -8.2% | -10.1% |
| 3M | -8.2% | +5.9% | -14.1% | -10.1% |
| 6M | -37.5% | -2.3% | -35.1% | -37.2% |
| YTD | -52.8% | +13.1% | -65.9% | -55.2% |
| 1Y | -58.4% | +3.8% | -62.2% | -59.3% |
| 3Y | -16.5% | +26.7% | -43.3% | -25.0% |
| 5Y | -1.0% | +19.4% | -20.4% | -10.1% |
| 10Y | +91.2% | +112.0% | -20.7% | +33.6% |
| All | +950.2% | +2,836.8% | -1,886.7% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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