-16.5%
BSX vs ALB
-27.5%
+11.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -6.0% |
| 7D | -6.4% | -4.4% | -2.0% | -6.3% |
| 30D | -8.8% | -1.2% | -7.6% | -8.8% |
| 3M | -7.6% | -13.3% | +5.7% | -7.4% |
| 6M | -37.0% | -19.8% | -17.2% | -36.9% |
| YTD | -52.8% | -7.9% | -44.9% | -53.1% |
| 1Y | -58.4% | +60.2% | -118.6% | -59.6% |
| 3Y | -16.5% | -26.4% | +9.9% | -18.5% |
| All | -16.5% | -27.5% | +11.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling