-53.6%
BSX vs ACI
-18.4%
-35.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.5% | +1.8% | +4.9% |
| 7D | +8.0% | +4.5% | +3.5% | +7.5% |
| 30D | +8.1% | +20.9% | -12.8% | +6.8% |
| 3M | -6.7% | +15.2% | -21.9% | -7.5% |
| 6M | -19.4% | -13.3% | -6.1% | -20.8% |
| YTD | -51.9% | -16.2% | -35.8% | -52.5% |
| 1Y | -53.6% | -16.9% | -36.8% | -54.2% |
| All | -53.6% | -18.4% | -35.2% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling