+123.8%
STX vs BSX
-53.7%
+177.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.3% | -13.5% | -6.9% |
| 7D | -20.2% | +8.0% | -28.2% | -18.5% |
| 30D | -37.2% | +8.1% | -45.3% | -35.9% |
| 3M | -34.1% | -6.7% | -27.4% | -34.1% |
| 6M | -24.5% | -19.4% | -5.1% | -21.6% |
| YTD | +102.9% | -51.9% | +154.9% | +133.6% |
| 1Y | +123.8% | -53.6% | +177.4% | +162.7% |
| All | +123.8% | -53.7% | +177.5% | +162.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling