+950.6%
BSX vs AA
+261.4%
+689.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.4% | -6.6% |
| 7D | -6.4% | +1.7% | -8.1% | -6.8% |
| 30D | -8.8% | +3.3% | -12.1% | -9.6% |
| 3M | -7.6% | -29.4% | +21.8% | -1.4% |
| 6M | -37.0% | -12.8% | -24.1% | -36.5% |
| YTD | -52.8% | -2.1% | -50.7% | -54.0% |
| 1Y | -58.4% | +62.8% | -121.2% | -64.2% |
| 3Y | -16.5% | +90.5% | -107.0% | -34.8% |
| 5Y | -1.2% | +19.1% | -20.2% | -21.1% |
| 10Y | +83.7% | +124.8% | -41.0% | +3.8% |
| All | +950.6% | +261.4% | +689.3% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling