+239.0%
BSX vs ACWI
+330.0%
-90.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.8% | -2.4% | +4.2% | +4.1% |
| 30D | +2.8% | -5.2% | +8.0% | +7.9% |
| 3M | -13.3% | -4.8% | -8.5% | -9.4% |
| 6M | -23.7% | -1.3% | -22.3% | -23.4% |
| YTD | -55.2% | +8.4% | -63.6% | -59.1% |
| 1Y | -56.8% | +11.0% | -67.9% | -61.5% |
| 3Y | -19.0% | +70.6% | -89.6% | -52.7% |
| 5Y | -0.9% | +55.3% | -56.3% | -37.4% |
| 10Y | +98.3% | +223.2% | -124.9% | -37.8% |
| All | +239.0% | +330.0% | -90.9% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling