-53.6%
BSX vs AEP
+10.7%
-64.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.5% |
| 7D | +8.0% | +0.8% | +7.2% | +7.7% |
| 30D | +8.1% | +7.9% | +0.1% | +6.0% |
| 3M | -6.7% | +1.5% | -8.1% | -6.9% |
| 6M | -19.4% | -2.6% | -16.8% | -19.1% |
| YTD | -51.9% | +14.7% | -66.6% | -54.1% |
| 1Y | -53.6% | +10.8% | -64.4% | -55.0% |
| All | -53.6% | +10.7% | -64.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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