-1.0%
BSX vs ALB
-43.9%
+42.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | -7.0% | -8.6% | +1.5% | -6.5% |
| 30D | -10.9% | -4.0% | -6.9% | -10.7% |
| 3M | -8.2% | -17.4% | +9.2% | -7.1% |
| 6M | -37.5% | -25.4% | -12.1% | -36.6% |
| YTD | -52.8% | -10.5% | -42.3% | -53.1% |
| 1Y | -58.4% | +75.8% | -134.2% | -61.4% |
| 3Y | -16.5% | -28.5% | +12.0% | -16.6% |
| 5Y | -1.0% | -45.1% | +44.1% | 0.0% |
| All | -1.0% | -43.9% | +42.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling