-3.1%
BSX vs AEP
+63.6%
-66.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.9% |
| 7D | -8.2% | -1.0% | -7.2% | -8.0% |
| 30D | -15.8% | -0.1% | -15.7% | -15.8% |
| 3M | -10.8% | -3.2% | -7.6% | -10.2% |
| 6M | -38.4% | -5.3% | -33.1% | -37.6% |
| YTD | -54.8% | +9.5% | -64.3% | -55.9% |
| 1Y | -59.0% | +17.5% | -76.5% | -60.8% |
| 3Y | -20.0% | +77.0% | -97.0% | -32.7% |
| 5Y | -3.1% | +66.4% | -69.4% | -17.2% |
| All | -3.1% | +63.6% | -66.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling