+101.6%
BSX vs ACGL
+332.3%
-230.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.6% |
| 7D | -0.7% | -1.1% | +0.4% | -0.1% |
| 30D | +3.0% | +13.1% | -10.1% | -2.3% |
| 3M | -10.7% | +9.8% | -20.5% | -14.3% |
| 6M | -18.4% | +15.3% | -33.6% | -23.3% |
| YTD | -53.8% | +12.7% | -66.6% | -56.5% |
| 1Y | -56.0% | +20.7% | -76.7% | -59.7% |
| 3Y | -14.4% | +34.3% | -48.7% | -27.5% |
| 5Y | +2.9% | +170.6% | -167.7% | -40.4% |
| 10Y | +101.6% | +330.6% | -229.0% | -6.3% |
| All | +101.6% | +332.3% | -230.8% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling