+5.3%
BSX vs ALC
-9.1%
+14.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +2.1% |
| 7D | +2.8% | +2.3% | +0.4% | +1.9% |
| 30D | +4.6% | +15.5% | -10.9% | -1.0% |
| 3M | -11.4% | +0.6% | -12.0% | -11.6% |
| 6M | -17.1% | +18.4% | -35.5% | -22.0% |
| YTD | -53.1% | -5.6% | -47.6% | -52.6% |
| 1Y | -55.7% | 0.0% | -55.7% | -56.2% |
| 3Y | -13.3% | +2.8% | -16.1% | -18.1% |
| 5Y | +5.3% | -8.8% | +14.1% | +6.1% |
| All | +5.3% | -9.1% | +14.4% | +6.1% |
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