-17.4%
BSX vs ACI
-31.5%
+14.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +3.7% | +2.3% | +1.5% | +3.4% |
| 30D | +3.1% | +1.2% | +1.9% | +3.1% |
| 3M | -14.2% | +6.8% | -21.0% | -14.6% |
| 6M | -16.4% | -18.7% | +2.3% | -15.7% |
| YTD | -53.5% | -20.2% | -33.3% | -53.1% |
| 1Y | -57.8% | -23.7% | -34.0% | -57.2% |
| 3Y | -17.4% | -31.6% | +14.2% | -16.6% |
| All | -17.4% | -31.5% | +14.0% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling