+3,476.8%
STX vs BSX
+84.4%
+3,392.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -1.2% |
| 7D | +8.0% | -8.2% | +16.2% | +11.1% |
| 30D | +5.1% | -15.8% | +20.9% | +11.4% |
| 3M | +5.8% | -10.8% | +16.6% | +8.6% |
| 6M | +124.9% | -38.4% | +163.3% | +165.3% |
| YTD | +213.9% | -54.8% | +268.7% | +321.6% |
| 1Y | +350.4% | -59.0% | +409.4% | +529.8% |
| 3Y | +1,314.2% | -20.0% | +1,334.2% | +1,325.7% |
| 5Y | +1,092.8% | -3.1% | +1,095.9% | +982.8% |
| All | +3,476.8% | +84.4% | +3,392.4% | +2,392.1% |
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