+199.5%
BSX vs ACM
+230.8%
-31.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | -3.7% | +5.8% | +3.3% |
| 30D | +0.1% | -11.1% | +11.2% | +3.5% |
| 3M | -2.1% | -8.0% | +5.8% | -0.2% |
| 6M | -33.8% | -29.7% | -4.1% | -26.3% |
| YTD | -49.9% | -29.4% | -20.5% | -44.7% |
| 1Y | -55.4% | -46.4% | -9.0% | -46.1% |
| 3Y | -10.9% | -22.3% | +11.5% | -7.3% |
| 5Y | +6.4% | +4.5% | +1.9% | -1.8% |
| 10Y | +97.0% | +127.6% | -30.6% | +29.9% |
| All | +199.5% | +230.8% | -31.3% | +48.1% |
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