+43.6%
BSX vs ACI
+25.9%
+17.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.0% | +0.2% | +1.9% | +2.0% |
| 30D | +0.1% | +5.9% | -5.8% | -0.2% |
| 3M | -2.1% | -19.8% | +17.6% | -1.1% |
| 6M | -33.8% | -24.7% | -9.1% | -32.9% |
| YTD | -49.9% | -24.4% | -25.5% | -49.2% |
| 1Y | -55.4% | -31.5% | -24.0% | -54.6% |
| 3Y | -10.9% | -38.7% | +27.8% | -8.7% |
| 5Y | +6.4% | -42.8% | +49.2% | +8.5% |
| All | +43.6% | +25.9% | +17.7% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling