+1,026.1%
BSX vs ALB
+2,081.4%
-1,055.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +3.7% | -5.8% | +9.5% | +5.1% |
| 30D | +3.1% | -4.5% | +7.6% | +4.0% |
| 3M | -14.2% | -28.1% | +13.9% | -8.1% |
| 6M | -16.4% | -53.2% | +36.7% | -2.1% |
| YTD | -53.5% | -33.3% | -20.2% | -51.0% |
| 1Y | -57.8% | -17.4% | -40.3% | -57.8% |
| 3Y | -17.4% | -14.1% | -3.3% | -26.5% |
| 5Y | +5.4% | -64.0% | +69.4% | +11.7% |
| 10Y | +106.2% | +32.8% | +73.4% | +33.7% |
| All | +1,026.1% | +2,081.4% | -1,055.3% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling