+1,022.5%
BSX vs ALB
+2,112.1%
-1,089.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -1.0% | -3.6% | +2.6% | -0.2% |
| 30D | +2.1% | -2.9% | +4.9% | +2.6% |
| 3M | -14.0% | -25.8% | +11.8% | -8.6% |
| 6M | -18.3% | -53.6% | +35.3% | -4.1% |
| YTD | -53.6% | -32.4% | -21.3% | -51.3% |
| 1Y | -57.6% | -13.0% | -44.5% | -58.2% |
| 3Y | -14.3% | -15.0% | +0.7% | -23.4% |
| 5Y | +5.1% | -63.5% | +68.6% | +11.0% |
| 10Y | +105.6% | +34.7% | +70.9% | +32.9% |
| All | +1,022.5% | +2,112.1% | -1,089.6% | +257.6% |
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