+180.1%
BSX vs ACM
+252.7%
-72.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.8% | +6.6% | -3.9% | +0.6% |
| 30D | +4.6% | +19.8% | -15.2% | -1.6% |
| 3M | -11.4% | -3.1% | -8.3% | -11.2% |
| 6M | -17.1% | -11.5% | -5.6% | -14.8% |
| YTD | -53.1% | -24.7% | -28.4% | -49.5% |
| 1Y | -55.7% | -45.1% | -10.7% | -46.8% |
| 3Y | -13.3% | -8.9% | -4.4% | -14.7% |
| 5Y | +5.3% | +5.4% | -0.1% | -2.9% |
| 10Y | +104.3% | +131.1% | -26.8% | +34.4% |
| All | +180.1% | +252.7% | -72.7% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling