+112.6%
BSX vs ACGL
+322.9%
-210.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | +2.1% | +12.8% | -10.7% | -3.1% |
| 3M | -14.0% | +12.3% | -26.3% | -18.3% |
| 6M | -18.3% | +15.8% | -34.1% | -23.4% |
| YTD | -53.6% | +13.9% | -67.5% | -56.5% |
| 1Y | -57.6% | +19.0% | -76.6% | -60.9% |
| 3Y | -14.3% | +33.7% | -47.9% | -27.2% |
| 5Y | +5.1% | +173.4% | -168.3% | -39.4% |
| All | +112.6% | +322.9% | -210.3% | -4.2% |
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