+91.2%
BSX vs ACGL
+270.1%
-178.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -7.0% | -2.1% | -4.9% | -6.2% |
| 30D | -10.9% | -2.2% | -8.7% | -10.1% |
| 3M | -8.2% | +6.3% | -14.5% | -10.8% |
| 6M | -37.5% | +0.5% | -38.0% | -37.8% |
| YTD | -52.8% | +0.2% | -53.1% | -53.2% |
| 1Y | -58.4% | +7.3% | -65.7% | -60.1% |
| 3Y | -16.5% | +30.8% | -47.4% | -29.0% |
| 5Y | -1.0% | +155.8% | -156.8% | -41.4% |
| 10Y | +91.2% | +276.3% | -185.1% | -8.3% |
| All | +91.2% | +270.1% | -178.9% | -8.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling