-58.8%
BSX vs AEP
+17.4%
-76.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -0.9% | -9.1% | -9.9% |
| 30D | -16.4% | -1.1% | -15.4% | -16.3% |
| 3M | -8.9% | -3.3% | -5.6% | -8.1% |
| 6M | -38.3% | -4.6% | -33.6% | -37.7% |
| YTD | -54.9% | +9.4% | -64.3% | -55.6% |
| 1Y | -58.8% | +16.9% | -75.7% | -59.6% |
| All | -58.8% | +17.4% | -76.2% | -59.6% |
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