-53.6%
BSX vs ACGL
+28.7%
-82.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.7% | +4.3% |
| 7D | +8.0% | +8.0% | 0.0% | +5.3% |
| 30D | +8.1% | +17.3% | -9.2% | +2.6% |
| 3M | -6.7% | +11.2% | -17.9% | -9.9% |
| 6M | -19.4% | +18.2% | -37.6% | -23.2% |
| YTD | -51.9% | +15.4% | -67.3% | -54.0% |
| 1Y | -53.6% | +26.5% | -80.2% | -59.4% |
| All | -53.6% | +28.7% | -82.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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