+322.2%
BSX vs ACGL
+4,853.1%
-4,530.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.3% | -3.4% |
| 7D | +1.8% | +0.9% | +1.0% | +1.7% |
| 30D | +2.8% | +13.7% | -10.9% | -0.8% |
| 3M | -13.3% | +8.0% | -21.3% | -15.2% |
| 6M | -23.7% | +13.3% | -36.9% | -26.2% |
| YTD | -55.2% | +11.8% | -67.0% | -56.7% |
| 1Y | -56.8% | +22.2% | -79.1% | -59.3% |
| 3Y | -19.0% | +32.5% | -51.5% | -26.4% |
| 5Y | -0.9% | +160.2% | -161.1% | -26.2% |
| 10Y | +98.3% | +338.5% | -240.2% | +28.0% |
| All | +322.2% | +4,853.1% | -4,530.8% | +104.6% |
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