+369.5%
ALAB vs BSX
-36.5%
+406.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | -6.2% | -10.1% | +3.9% | -4.3% |
| 30D | -8.7% | -16.4% | +7.8% | -5.8% |
| 3M | -20.7% | -8.9% | -11.9% | -19.1% |
| 6M | +133.5% | -38.3% | +171.8% | +172.2% |
| YTD | +75.1% | -54.9% | +130.0% | +131.5% |
| 1Y | +25.0% | -58.8% | +83.8% | +73.8% |
| All | +369.5% | -36.5% | +406.0% | +410.1% |
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