+1,237.1%
SMH vs BSX
+294.1%
+943.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.1% |
| 7D | +1.4% | -8.2% | +9.6% | +4.2% |
| 30D | -2.2% | -15.8% | +13.6% | +3.2% |
| 3M | -1.9% | -10.8% | +9.0% | +0.8% |
| 6M | +41.0% | -38.4% | +79.4% | +62.2% |
| YTD | +55.6% | -54.8% | +110.4% | +97.1% |
| 1Y | +86.8% | -59.0% | +145.9% | +144.0% |
| 3Y | +277.7% | -20.0% | +297.6% | +292.1% |
| 5Y | +324.2% | -3.1% | +327.2% | +312.3% |
| 10Y | +1,828.6% | +83.3% | +1,745.3% | +1,421.9% |
| All | +1,237.1% | +294.1% | +943.1% | +594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling