-22.2%
AMAT vs BSX
-23.4%
+1.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.5% | +2.1% |
| 7D | -14.7% | +1.8% | -16.5% | -13.4% |
| 30D | -36.1% | +2.8% | -38.9% | -34.7% |
| 3M | -36.9% | -13.3% | -23.6% | -40.4% |
| 6M | -22.2% | -23.7% | +1.5% | -23.7% |
| All | -22.2% | -23.4% | +1.2% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling