-16.5%
BSX vs ACM
-19.8%
+3.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.8% |
| 7D | -6.4% | -0.3% | -6.2% | -6.4% |
| 30D | -8.8% | -12.9% | +4.1% | -7.0% |
| 3M | -7.6% | -6.4% | -1.3% | -7.1% |
| 6M | -37.0% | -29.2% | -7.7% | -33.6% |
| YTD | -52.8% | -29.9% | -22.9% | -50.5% |
| 1Y | -58.4% | -47.3% | -11.1% | -53.8% |
| 3Y | -16.5% | -19.6% | +3.1% | -16.2% |
| All | -16.5% | -19.8% | +3.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling