+91.3%
BSX vs ACGL
+268.6%
-177.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -4.8% |
| 7D | -6.4% | -2.9% | -3.5% | -5.2% |
| 30D | -8.8% | -2.8% | -6.0% | -7.7% |
| 3M | -7.6% | +6.8% | -14.4% | -10.4% |
| 6M | -37.0% | -1.5% | -35.4% | -36.7% |
| YTD | -52.8% | -0.2% | -52.6% | -53.1% |
| 1Y | -58.4% | +5.3% | -63.7% | -59.7% |
| 3Y | -16.5% | +30.3% | -46.8% | -28.9% |
| 5Y | -1.2% | +151.8% | -153.0% | -41.1% |
| All | +91.3% | +268.6% | -177.2% | -8.1% |
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