+176.9%
BSX vs ACM
+250.2%
-73.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.0% | +5.1% | -6.1% | -2.7% |
| 30D | +2.1% | +18.7% | -16.6% | -3.7% |
| 3M | -14.0% | +15.5% | -29.5% | -18.5% |
| 6M | -18.3% | +1.2% | -19.5% | -19.5% |
| YTD | -53.6% | -25.2% | -28.4% | -49.9% |
| 1Y | -57.6% | -46.3% | -11.3% | -48.6% |
| 3Y | -14.3% | -9.6% | -4.7% | -15.4% |
| 5Y | +5.1% | +4.4% | +0.7% | -2.8% |
| 10Y | +105.6% | +129.3% | -23.7% | +35.6% |
| All | +176.9% | +250.2% | -73.2% | +34.1% |
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 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