+476.2%
STX vs BSX
+5.1%
+471.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +14.6% | +3.7% | +10.9% | +13.8% |
| 30D | -26.0% | +3.1% | -29.1% | -26.7% |
| 3M | -42.6% | -14.2% | -28.4% | -40.8% |
| 6M | -35.3% | -16.4% | -18.8% | -33.0% |
| YTD | +92.5% | -53.5% | +146.0% | +153.8% |
| 1Y | +102.4% | -57.8% | +160.2% | +180.4% |
| 3Y | +673.8% | -17.4% | +691.3% | +632.6% |
| All | +476.2% | +5.1% | +471.0% | +352.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling