-53.6%
BSX vs AEM
+17.3%
-70.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.7% | -4.3% | +4.6% |
| 7D | +8.0% | +0.2% | +7.8% | +7.7% |
| 30D | +8.1% | +0.1% | +8.0% | +7.7% |
| 3M | -6.7% | +22.1% | -28.7% | -7.5% |
| 6M | -19.4% | +2.4% | -21.8% | -19.2% |
| YTD | -51.9% | +8.9% | -60.9% | -52.5% |
| 1Y | -53.6% | +18.7% | -72.3% | -54.8% |
| All | -53.6% | +17.3% | -70.9% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling