+113.3%
BSX vs AG
+76.0%
+37.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +3.7% | -10.0% | +13.7% | +4.3% |
| 30D | +3.1% | -10.5% | +13.6% | +3.7% |
| 3M | -14.2% | -27.3% | +13.0% | -12.9% |
| 6M | -16.4% | -43.0% | +26.5% | -14.3% |
| YTD | -53.5% | -17.9% | -35.6% | -53.7% |
| 1Y | -57.8% | +11.9% | -69.7% | -58.8% |
| 3Y | -17.4% | +201.8% | -219.3% | -26.1% |
| 5Y | +5.4% | -0.1% | +5.5% | -1.3% |
| All | +113.3% | +76.0% | +37.3% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling