-21.0%
BSX vs AEM
+331.1%
-352.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.9% |
| 7D | -8.2% | -5.0% | -3.2% | -7.8% |
| 30D | -15.8% | +8.5% | -24.3% | -16.4% |
| 3M | -10.8% | +29.3% | -40.1% | -12.7% |
| 6M | -38.4% | -12.9% | -25.5% | -37.6% |
| YTD | -54.8% | +16.8% | -71.6% | -55.5% |
| 1Y | -59.0% | +29.8% | -88.9% | -60.3% |
| All | -21.0% | +331.1% | -352.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling