-1.0%
BSX vs ACI
-43.7%
+42.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.2% |
| 7D | -7.0% | -5.0% | -2.0% | -6.6% |
| 30D | -10.9% | -2.3% | -8.6% | -10.7% |
| 3M | -8.2% | -23.2% | +15.0% | -6.3% |
| 6M | -37.5% | -29.5% | -8.0% | -35.8% |
| YTD | -52.8% | -28.6% | -24.2% | -51.7% |
| 1Y | -58.4% | -34.0% | -24.4% | -57.0% |
| 3Y | -16.5% | -45.0% | +28.4% | -12.3% |
| 5Y | -1.0% | -44.0% | +43.0% | +2.4% |
| All | -1.0% | -43.7% | +42.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling