+384.5%
ALAB vs BSX
-33.6%
+418.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | +9.6% | -7.0% | +16.7% | +11.1% |
| 30D | -5.3% | -10.9% | +5.6% | -3.4% |
| 3M | -12.0% | -8.2% | -3.9% | -10.1% |
| 6M | +145.7% | -37.5% | +183.2% | +187.6% |
| YTD | +80.7% | -52.8% | +133.5% | +136.8% |
| 1Y | +40.1% | -58.4% | +98.5% | +98.0% |
| All | +384.5% | -33.6% | +418.1% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling