+950.2%
BSX vs ABT
+3,181.5%
-2,231.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -7.0% | -4.7% | -2.3% | -4.8% |
| 30D | -10.9% | -3.1% | -7.8% | -9.5% |
| 3M | -8.2% | +16.1% | -24.3% | -14.7% |
| 6M | -37.5% | -5.3% | -32.1% | -35.9% |
| YTD | -52.8% | -14.4% | -38.4% | -49.5% |
| 1Y | -58.4% | -18.4% | -40.0% | -54.5% |
| 3Y | -16.5% | +11.2% | -27.7% | -22.5% |
| 5Y | -1.0% | -9.4% | +8.4% | +0.5% |
| 10Y | +91.2% | +209.7% | -118.5% | +9.0% |
| All | +950.2% | +3,181.5% | -2,231.3% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 all: compounded portfolio wealth divided by compounded ABT 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…
all analysis · Full analysis span regression · 6 months rolling