-1.2%
BSX vs ALC
-15.6%
+14.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.2% |
| 7D | -6.4% | -3.7% | -2.8% | -5.1% |
| 30D | -8.8% | -3.7% | -5.0% | -7.4% |
| 3M | -7.6% | +4.6% | -12.2% | -9.2% |
| 6M | -37.0% | -14.6% | -22.4% | -33.6% |
| YTD | -52.8% | -11.9% | -41.0% | -51.1% |
| 1Y | -58.4% | -13.1% | -45.3% | -56.7% |
| 3Y | -16.5% | -15.0% | -1.5% | -14.3% |
| 5Y | -1.2% | -16.2% | +15.0% | +0.5% |
| All | -1.2% | -15.6% | +14.5% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling