-58.4%
BSX vs ABCL
+171.1%
-229.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | -6.4% | +1.4% | -7.9% | -6.5% |
| 30D | -8.8% | +65.1% | -73.9% | -10.5% |
| 3M | -7.6% | +111.1% | -118.7% | -10.0% |
| 6M | -37.0% | +231.6% | -268.6% | -40.3% |
| YTD | -52.8% | +234.5% | -287.3% | -55.3% |
| 1Y | -58.4% | +174.3% | -232.7% | -60.3% |
| All | -58.4% | +171.1% | -229.5% | -60.3% |
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