-38.3%
BSX vs AJG
+12.4%
-50.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | 0.0% |
| 7D | -10.1% | -8.3% | -1.8% | -8.1% |
| 30D | -16.4% | -5.7% | -10.7% | -15.3% |
| 3M | -8.9% | +9.1% | -18.0% | -10.3% |
| 6M | -38.3% | +15.2% | -53.5% | -41.0% |
| All | -38.3% | +12.4% | -50.7% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling