-1.0%
BSX vs AG
+69.4%
-70.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -7.0% | -0.1% | -7.0% | -7.0% |
| 30D | -10.9% | +12.5% | -23.4% | -11.7% |
| 3M | -8.2% | +28.2% | -36.3% | -9.9% |
| 6M | -37.5% | -18.8% | -18.6% | -37.0% |
| YTD | -52.8% | +27.4% | -80.2% | -54.4% |
| 1Y | -58.4% | +132.2% | -190.6% | -62.1% |
| 3Y | -16.5% | +286.9% | -303.4% | -30.0% |
| 5Y | -1.0% | +72.8% | -73.8% | -11.1% |
| All | -1.0% | +69.4% | -70.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling