-57.8%
BSX vs ABCL
+198.4%
-256.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +3.7% | -3.3% | +7.0% | +3.8% |
| 30D | +3.1% | -7.1% | +10.2% | +3.2% |
| 3M | -14.2% | +4.7% | -19.0% | -15.0% |
| 6M | -16.4% | +140.9% | -157.3% | -21.5% |
| YTD | -53.5% | +236.0% | -289.5% | -58.4% |
| 1Y | -57.8% | +217.4% | -275.2% | -62.3% |
| All | -57.8% | +198.4% | -256.2% | -62.3% |
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