+81.5%
BSX vs AA
+123.1%
-41.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -3.5% |
| 7D | -8.2% | -5.4% | -2.8% | -7.5% |
| 30D | -15.8% | -10.7% | -5.1% | -14.6% |
| 3M | -10.8% | -26.2% | +15.3% | -7.5% |
| 6M | -38.4% | -20.9% | -17.5% | -37.2% |
| YTD | -54.8% | -8.6% | -46.2% | -55.1% |
| 1Y | -59.0% | +57.4% | -116.4% | -62.7% |
| 3Y | -20.0% | +77.8% | -97.8% | -31.6% |
| 5Y | -3.1% | +2.7% | -5.7% | -14.3% |
| All | +81.5% | +123.1% | -41.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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