+5.0%
BSX vs ABCL
-40.0%
+45.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +2.0% | +0.7% | +1.3% | +2.0% |
| 30D | +0.1% | +93.1% | -92.9% | -3.5% |
| 3M | -2.1% | +79.4% | -81.6% | -5.6% |
| 6M | -33.8% | +214.9% | -248.7% | -38.4% |
| YTD | -49.9% | +234.2% | -284.1% | -53.6% |
| 1Y | -55.4% | +174.8% | -230.2% | -58.6% |
| 3Y | -10.9% | +104.5% | -115.3% | -17.5% |
| All | +5.0% | -40.0% | +45.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling