+906.7%
BSX vs AFL
+11,023.7%
-10,117.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.2% | -3.3% | -4.9% | -7.2% |
| 30D | -15.8% | -5.0% | -10.8% | -14.5% |
| 3M | -10.8% | -1.8% | -9.1% | -10.4% |
| 6M | -38.4% | +4.8% | -43.2% | -39.5% |
| YTD | -54.8% | +5.4% | -60.2% | -55.7% |
| 1Y | -59.0% | +9.0% | -68.0% | -60.4% |
| 3Y | -20.0% | +63.0% | -83.0% | -33.0% |
| 5Y | -3.1% | +134.5% | -137.6% | -28.5% |
| 10Y | +83.3% | +298.6% | -215.3% | +11.8% |
| All | +906.7% | +11,023.7% | -10,117.0% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling