-19.0%
BSX vs ABCL
+156.0%
-175.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.7% | -11.0% | -4.4% |
| 7D | +1.8% | -3.2% | +5.0% | +1.9% |
| 30D | +2.8% | -7.4% | +10.2% | +2.9% |
| 3M | -13.3% | +81.9% | -95.2% | -14.8% |
| 6M | -23.7% | +135.7% | -159.4% | -25.6% |
| YTD | -55.2% | +247.4% | -302.5% | -56.9% |
| 1Y | -56.8% | +162.3% | -219.1% | -58.4% |
| 3Y | -19.0% | +165.5% | -184.5% | -23.8% |
| All | -19.0% | +156.0% | -175.1% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling