+197.4%
BSX vs AG
+445.6%
-248.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.0% |
| 7D | +2.0% | +1.0% | +1.0% | +1.9% |
| 30D | +0.1% | +19.2% | -19.0% | -1.3% |
| 3M | -2.1% | +6.2% | -8.3% | -3.1% |
| 6M | -33.8% | -26.7% | -7.1% | -32.8% |
| YTD | -49.9% | +26.1% | -76.0% | -51.7% |
| 1Y | -55.4% | +131.7% | -187.1% | -59.5% |
| 3Y | -10.9% | +255.3% | -266.2% | -23.9% |
| 5Y | +6.4% | +61.9% | -55.5% | -5.2% |
| 10Y | +97.0% | +72.0% | +25.0% | +62.0% |
| All | +197.4% | +445.6% | -248.2% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling