+101.6%
BSX vs ACWI
+226.8%
-125.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.6% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | +3.0% | -2.8% | +5.8% | +5.6% |
| 3M | -10.7% | -3.2% | -7.6% | -8.3% |
| 6M | -18.4% | +1.3% | -19.7% | -19.9% |
| YTD | -53.8% | +11.2% | -65.1% | -58.7% |
| 1Y | -56.0% | +13.8% | -69.8% | -61.5% |
| 3Y | -14.4% | +76.2% | -90.6% | -51.7% |
| 5Y | +2.9% | +59.5% | -56.6% | -36.0% |
| 10Y | +101.6% | +222.2% | -120.6% | -39.6% |
| All | +101.6% | +226.8% | -125.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling