+81.0%
BSX vs AAL
-63.7%
+144.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -10.1% | -0.9% | -9.2% | -9.9% |
| 30D | -16.4% | -12.9% | -3.6% | -14.7% |
| 3M | -8.9% | -11.2% | +2.3% | -7.6% |
| 6M | -38.3% | +17.8% | -56.1% | -40.3% |
| YTD | -54.9% | -15.1% | -39.8% | -54.4% |
| 1Y | -58.8% | +0.5% | -59.3% | -59.6% |
| 3Y | -21.2% | -7.7% | -13.6% | -24.7% |
| 5Y | -3.3% | -31.3% | +28.0% | -5.8% |
| All | +81.0% | -63.7% | +144.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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