+180.8%
BSX vs AG
+284.3%
-103.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.5% | -4.0% | +2.5% | -1.2% |
| 30D | +2.9% | -13.1% | +16.0% | +3.9% |
| 3M | -11.8% | -22.0% | +10.2% | -10.4% |
| 6M | -15.4% | -37.3% | +21.8% | -13.0% |
| YTD | -52.7% | -11.2% | -41.5% | -53.2% |
| 1Y | -56.0% | +23.9% | -79.9% | -57.7% |
| 3Y | -12.5% | +225.1% | -237.6% | -24.8% |
| 5Y | +7.6% | +7.7% | -0.2% | -1.2% |
| 10Y | +109.9% | +86.9% | +23.0% | +70.5% |
| All | +180.8% | +284.3% | -103.5% | +49.4% |
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