+81.5%
BSX vs AG
+73.4%
+8.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.7% | -3.9% |
| 7D | -8.2% | -5.8% | -2.4% | -7.9% |
| 30D | -15.8% | +6.4% | -22.2% | -16.1% |
| 3M | -10.8% | +28.4% | -39.2% | -12.3% |
| 6M | -38.4% | -24.5% | -13.9% | -37.8% |
| YTD | -54.8% | +21.2% | -76.0% | -55.8% |
| 1Y | -59.0% | +114.1% | -173.1% | -61.6% |
| 3Y | -20.0% | +268.0% | -288.0% | -28.9% |
| 5Y | -3.1% | +67.3% | -70.4% | -11.4% |
| All | +81.5% | +73.4% | +8.0% | +66.8% |
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