+950.2%
BSX vs AIG
-25.9%
+976.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -7.0% | -1.4% | -5.6% | -6.8% |
| 30D | -10.9% | -3.3% | -7.6% | -10.3% |
| 3M | -8.2% | +2.2% | -10.3% | -8.6% |
| 6M | -37.5% | -2.1% | -35.3% | -37.3% |
| YTD | -52.8% | -11.2% | -41.7% | -52.0% |
| 1Y | -58.4% | -2.1% | -56.3% | -58.5% |
| 3Y | -16.5% | +34.4% | -50.9% | -22.1% |
| 5Y | -1.0% | +53.7% | -54.7% | -10.8% |
| 10Y | +91.2% | +64.4% | +26.8% | +63.7% |
| All | +950.2% | -25.9% | +976.0% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling