+372.1%
BSX vs ACGL
+4,429.2%
-4,057.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +2.0% | -0.7% | +2.8% | +2.2% |
| 30D | +0.1% | -1.0% | +1.1% | +0.3% |
| 3M | -2.1% | +11.0% | -13.2% | -5.1% |
| 6M | -33.8% | -0.3% | -33.5% | -33.9% |
| YTD | -49.9% | +2.3% | -52.1% | -50.4% |
| 1Y | -55.4% | +6.4% | -61.8% | -56.4% |
| 3Y | -10.9% | +34.0% | -44.8% | -19.3% |
| 5Y | +6.4% | +161.6% | -155.2% | -20.9% |
| 10Y | +97.0% | +278.6% | -181.6% | +31.9% |
| All | +372.1% | +4,429.2% | -4,057.1% | +134.4% |
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