+35.9%
BSX vs AGG
+96.1%
-60.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -8.2% | -0.9% | -7.3% | -7.9% |
| 30D | -15.8% | -1.0% | -14.8% | -15.5% |
| 3M | -10.8% | -1.3% | -9.6% | -10.5% |
| 6M | -38.4% | -2.1% | -36.3% | -38.0% |
| YTD | -54.8% | -1.2% | -53.6% | -54.6% |
| 1Y | -59.0% | -0.5% | -58.6% | -59.0% |
| 3Y | -20.0% | +12.4% | -32.4% | -22.7% |
| 5Y | -3.1% | -2.4% | -0.6% | -3.6% |
| 10Y | +83.3% | +14.3% | +69.0% | +75.9% |
| All | +35.9% | +96.1% | -60.2% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling