-59.0%
BSX vs ACM
-48.9%
-10.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -4.0% |
| 7D | -8.2% | -5.9% | -2.3% | -7.9% |
| 30D | -15.8% | -6.2% | -9.6% | -15.6% |
| 3M | -10.8% | -7.9% | -3.0% | -10.6% |
| 6M | -38.4% | -30.6% | -7.8% | -37.4% |
| YTD | -54.8% | -33.3% | -21.5% | -54.2% |
| 1Y | -59.0% | -49.2% | -9.8% | -57.2% |
| All | -59.0% | -48.9% | -10.2% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling