+33.8%
BSX vs ABCL
-81.9%
+115.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | -7.0% | -2.7% | -4.3% | -6.9% |
| 30D | -10.9% | +18.3% | -29.2% | -11.6% |
| 3M | -8.2% | +108.5% | -116.7% | -11.2% |
| 6M | -37.5% | +213.9% | -251.4% | -40.9% |
| YTD | -52.8% | +223.1% | -275.9% | -55.5% |
| 1Y | -58.4% | +160.6% | -219.0% | -60.6% |
| 3Y | -16.5% | +104.3% | -120.8% | -21.6% |
| 5Y | -1.0% | -40.0% | +39.1% | -5.1% |
| All | +33.8% | -81.9% | +115.7% | +26.8% |
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