-53.6%
BSX vs ALC
+4.2%
-57.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.8% | -1.5% | +2.4% |
| 7D | +8.0% | +10.7% | -2.7% | +3.5% |
| 30D | +8.1% | +20.2% | -12.1% | +0.2% |
| 3M | -6.7% | +8.9% | -15.6% | -10.2% |
| 6M | -19.4% | +5.7% | -25.1% | -23.5% |
| YTD | -51.9% | -1.4% | -50.5% | -53.5% |
| 1Y | -53.6% | +4.7% | -58.4% | -56.6% |
| All | -53.6% | +4.2% | -57.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling