+81.5%
BSX vs ALB
+84.6%
-3.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.7% |
| 7D | -8.2% | -7.6% | -0.6% | -7.2% |
| 30D | -15.8% | -5.6% | -10.2% | -15.2% |
| 3M | -10.8% | -16.8% | +6.0% | -8.9% |
| 6M | -38.4% | -26.3% | -12.1% | -36.5% |
| YTD | -54.8% | -13.2% | -41.6% | -54.9% |
| 1Y | -59.0% | +68.8% | -127.8% | -63.8% |
| 3Y | -20.0% | -30.7% | +10.7% | -21.2% |
| 5Y | -3.1% | -46.3% | +43.2% | -4.0% |
| All | +81.5% | +84.6% | -3.1% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling