-21.2%
BSX vs AIG
+33.9%
-55.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -10.1% | -1.2% | -8.9% | -9.9% |
| 30D | -16.4% | -1.1% | -15.4% | -16.3% |
| 3M | -8.9% | +0.7% | -9.6% | -9.1% |
| 6M | -38.3% | -2.2% | -36.1% | -38.1% |
| YTD | -54.9% | -10.8% | -44.1% | -53.9% |
| 1Y | -58.8% | -2.0% | -56.8% | -58.9% |
| 3Y | -21.2% | +34.8% | -56.1% | -28.3% |
| All | -21.2% | +33.9% | -55.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling