+24.5%
ALAB vs BSX
-53.7%
+78.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.8% | -3.5% |
| 7D | -24.9% | +8.0% | -32.9% | -23.7% |
| 30D | -38.4% | +8.1% | -46.4% | -37.4% |
| 3M | -38.3% | -6.7% | -31.6% | -37.9% |
| 6M | +10.9% | -19.4% | +30.3% | +15.9% |
| YTD | +34.2% | -51.9% | +86.2% | +42.9% |
| 1Y | +24.5% | -53.6% | +78.2% | +32.5% |
| All | +24.5% | -53.7% | +78.2% | +32.5% |
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 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