+31.5%
BSX vs ABCL
-81.0%
+112.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -2.0% |
| 7D | -1.0% | +4.4% | -5.4% | -1.2% |
| 30D | +2.1% | -7.9% | +9.9% | +2.2% |
| 3M | -14.0% | +12.2% | -26.3% | -14.7% |
| 6M | -18.3% | +134.7% | -153.0% | -21.8% |
| YTD | -53.6% | +239.8% | -293.4% | -56.5% |
| 1Y | -57.6% | +192.7% | -250.2% | -60.0% |
| 3Y | -14.3% | +187.6% | -201.9% | -21.0% |
| 5Y | +5.1% | -22.6% | +27.7% | +0.3% |
| All | +31.5% | -81.0% | +112.5% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling