-54.9%
BSX vs AJG
+16.2%
-71.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +4.6% | +7.4% | -2.9% | +2.6% |
| 30D | +5.8% | +25.3% | -19.5% | -0.1% |
| 3M | -6.5% | +15.1% | -21.6% | -10.0% |
| 6M | -20.3% | +40.8% | -61.1% | -26.1% |
| YTD | -53.2% | +12.3% | -65.5% | -55.7% |
| 1Y | -54.9% | +17.5% | -72.4% | -57.8% |
| All | -54.9% | +16.2% | -71.0% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling