+1,817.6%
SMH vs BSX
+83.9%
+1,733.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.3% | -10.1% | +10.4% | +5.1% |
| 30D | -2.8% | -16.4% | +13.6% | +5.0% |
| 3M | -6.7% | -8.9% | +2.2% | -4.1% |
| 6M | +41.8% | -38.3% | +80.0% | +73.7% |
| YTD | +57.9% | -54.9% | +112.8% | +125.0% |
| 1Y | +87.6% | -58.8% | +146.4% | +179.6% |
| 3Y | +282.9% | -21.2% | +304.2% | +294.4% |
| 5Y | +330.4% | -3.3% | +333.7% | +290.3% |
| All | +1,817.6% | +83.9% | +1,733.7% | +1,182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling