+12.8%
BSX vs ALC
+17.1%
-4.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.9% |
| 7D | -8.2% | -7.7% | -0.5% | -4.8% |
| 30D | -15.8% | -11.7% | -4.1% | -11.0% |
| 3M | -10.8% | +0.7% | -11.5% | -11.1% |
| 6M | -38.4% | -17.1% | -21.3% | -33.5% |
| YTD | -54.8% | -15.1% | -39.7% | -51.9% |
| 1Y | -59.0% | -14.1% | -44.9% | -56.8% |
| 3Y | -20.0% | -18.2% | -1.8% | -16.3% |
| 5Y | -3.1% | -19.2% | +16.1% | +0.3% |
| All | +12.8% | +17.1% | -4.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling