-16.5%
BSX vs AG
+272.3%
-288.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.9% |
| 7D | -6.4% | +4.5% | -10.9% | -6.6% |
| 30D | -8.8% | +12.9% | -21.6% | -9.2% |
| 3M | -7.6% | +20.9% | -28.6% | -8.5% |
| 6M | -37.0% | -19.5% | -17.4% | -36.7% |
| YTD | -52.8% | +24.8% | -77.6% | -53.7% |
| 1Y | -58.4% | +120.2% | -178.6% | -60.7% |
| 3Y | -16.5% | +279.0% | -295.5% | -25.1% |
| All | -16.5% | +272.3% | -288.8% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling