+334.8%
BSX vs ACGL
+4,891.8%
-4,557.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | +3.0% | +13.1% | -10.1% | -0.4% |
| 3M | -10.7% | +9.8% | -20.5% | -13.0% |
| 6M | -18.4% | +15.3% | -33.6% | -21.5% |
| YTD | -53.8% | +12.7% | -66.6% | -55.5% |
| 1Y | -56.0% | +20.7% | -76.7% | -58.4% |
| 3Y | -14.4% | +34.3% | -48.7% | -22.4% |
| 5Y | +2.9% | +170.6% | -167.7% | -24.1% |
| 10Y | +101.6% | +330.6% | -229.0% | +30.6% |
| All | +334.8% | +4,891.8% | -4,557.1% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling