+89.3%
BSX vs ACM
+135.8%
-46.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +1.0% |
| 7D | -7.0% | -3.7% | -3.4% | -5.9% |
| 30D | -10.9% | -12.7% | +1.8% | -7.3% |
| 3M | -8.2% | -9.8% | +1.6% | -5.8% |
| 6M | -37.5% | -31.4% | -6.1% | -29.7% |
| YTD | -52.8% | -32.1% | -20.8% | -47.3% |
| 1Y | -58.4% | -47.8% | -10.6% | -49.1% |
| 3Y | -16.5% | -22.1% | +5.5% | -14.0% |
| 5Y | -1.0% | +1.8% | -2.8% | -9.6% |
| All | +89.3% | +135.8% | -46.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling