+81.0%
BSX vs AGG
+14.2%
+66.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -1.1% | -9.0% | -9.7% |
| 30D | -16.4% | -1.1% | -15.3% | -16.0% |
| 3M | -8.9% | -1.9% | -7.0% | -8.2% |
| 6M | -38.3% | -1.7% | -36.6% | -37.9% |
| YTD | -54.9% | -1.3% | -53.6% | -54.7% |
| 1Y | -58.8% | -0.7% | -58.1% | -58.7% |
| 3Y | -21.2% | +12.5% | -33.7% | -24.6% |
| 5Y | -3.3% | -2.5% | -0.8% | -5.7% |
| All | +81.0% | +14.2% | +66.8% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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