+7.6%
BSX vs ACM
+4.8%
+2.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.5% | +3.0% | -4.5% | -2.3% |
| 30D | +2.9% | +19.7% | -16.7% | -1.6% |
| 3M | -11.8% | +5.3% | -17.2% | -13.4% |
| 6M | -15.4% | -10.8% | -4.7% | -13.6% |
| YTD | -52.7% | -25.1% | -27.6% | -49.5% |
| 1Y | -56.0% | -45.8% | -10.2% | -47.8% |
| 3Y | -12.5% | -9.4% | -3.1% | -16.5% |
| 5Y | +7.6% | +4.8% | +2.8% | -6.2% |
| All | +7.6% | +4.8% | +2.7% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling