+358.7%
ALAB vs BSX
-36.4%
+395.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -4.5% |
| 7D | +0.6% | -8.2% | +8.8% | +2.3% |
| 30D | -8.8% | -15.8% | +7.0% | -6.0% |
| 3M | -14.0% | -10.8% | -3.2% | -11.8% |
| 6M | +144.3% | -38.4% | +182.7% | +185.1% |
| YTD | +71.0% | -54.8% | +125.8% | +126.0% |
| 1Y | +23.5% | -59.0% | +82.6% | +72.7% |
| All | +358.7% | -36.4% | +395.1% | +398.1% |
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 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