-53.6%
BSX vs ABCL
+138.2%
-191.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.3% |
| 7D | +8.0% | -10.0% | +18.0% | +8.4% |
| 30D | +8.1% | -10.9% | +19.0% | +8.6% |
| 3M | -6.7% | +101.6% | -108.3% | -9.8% |
| 6M | -19.4% | +167.5% | -186.9% | -23.9% |
| YTD | -51.9% | +259.1% | -311.0% | -55.7% |
| 1Y | -53.6% | +152.2% | -205.8% | -57.7% |
| All | -53.6% | +138.2% | -191.9% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling