+102.5%
BSX vs AAL
-33.8%
+136.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +2.0% | -3.7% | +5.8% | +2.6% |
| 30D | +0.1% | -20.8% | +20.9% | +3.3% |
| 3M | -2.1% | -1.3% | -0.9% | -2.4% |
| 6M | -33.8% | +5.4% | -39.2% | -34.8% |
| YTD | -49.9% | -14.4% | -35.5% | -49.4% |
| 1Y | -55.4% | +2.1% | -57.5% | -56.3% |
| 3Y | -10.9% | -10.6% | -0.3% | -13.8% |
| 5Y | +6.4% | -32.2% | +38.6% | +4.4% |
| 10Y | +97.0% | -62.7% | +159.7% | +91.8% |
| All | +102.5% | -33.8% | +136.4% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling