-21.2%
BSX vs AJG
+8.2%
-29.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.1% |
| 7D | -10.1% | -8.3% | -1.8% | -7.9% |
| 30D | -16.4% | -5.7% | -10.7% | -15.2% |
| 3M | -8.9% | +9.1% | -18.0% | -11.1% |
| 6M | -38.3% | +15.2% | -53.5% | -40.8% |
| YTD | -54.9% | -6.3% | -48.6% | -54.4% |
| 1Y | -58.8% | -19.1% | -39.7% | -56.4% |
| 3Y | -21.2% | +8.2% | -29.5% | -23.1% |
| All | -21.2% | +8.2% | -29.4% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling