+1,114.0%
BSX vs ALB
+2,835.3%
-1,721.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.3% | +2.8% |
| 7D | +2.0% | -8.1% | +10.1% | +4.0% |
| 30D | +0.1% | +6.3% | -6.1% | -1.5% |
| 3M | -2.1% | -23.6% | +21.4% | +3.1% |
| 6M | -33.8% | -24.6% | -9.2% | -31.0% |
| YTD | -49.9% | -10.3% | -39.6% | -50.4% |
| 1Y | -55.4% | +61.5% | -116.9% | -62.4% |
| 3Y | -10.9% | -34.0% | +23.1% | -13.8% |
| 5Y | +6.4% | -44.6% | +51.0% | +1.4% |
| 10Y | +97.0% | +76.1% | +20.9% | +20.4% |
| All | +1,114.0% | +2,835.3% | -1,721.3% | +264.3% |
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