+1,125.4%
STX vs BSX
-1.0%
+1,126.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +9.6% | -7.0% | +16.6% | +11.4% |
| 30D | +10.6% | -10.9% | +21.5% | +13.5% |
| 3M | +4.8% | -8.2% | +13.0% | +6.5% |
| 6M | +137.3% | -37.5% | +174.7% | +176.1% |
| YTD | +222.5% | -52.8% | +275.3% | +323.1% |
| 1Y | +366.2% | -58.4% | +424.6% | +549.5% |
| 3Y | +1,352.9% | -16.5% | +1,369.4% | +1,285.0% |
| All | +1,125.4% | -1.0% | +1,126.4% | +905.3% |
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