+96.0%
BSX vs AGI
+5,453.2%
-5,357.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | -7.0% | +2.2% | -9.3% | -7.1% |
| 30D | -10.9% | +11.3% | -22.2% | -11.3% |
| 3M | -8.2% | +5.6% | -13.8% | -8.5% |
| 6M | -37.5% | -27.7% | -9.8% | -36.8% |
| YTD | -52.8% | -4.1% | -48.8% | -53.0% |
| 1Y | -58.4% | +13.8% | -72.2% | -58.9% |
| 3Y | -16.5% | +217.0% | -233.6% | -21.4% |
| 5Y | -1.0% | +404.3% | -405.3% | -8.9% |
| 10Y | +91.2% | +400.5% | -309.3% | +72.0% |
| All | +96.0% | +5,453.2% | -5,357.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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