+25.1%
BSX vs ALC
+24.0%
+1.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.8% |
| 7D | +2.0% | -2.1% | +4.1% | +3.0% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | -2.1% | +5.9% | -8.0% | -4.7% |
| 6M | -33.8% | -15.9% | -17.9% | -29.0% |
| YTD | -49.9% | -10.1% | -39.8% | -48.1% |
| 1Y | -55.4% | -10.2% | -45.2% | -53.9% |
| 3Y | -10.9% | -13.6% | +2.7% | -9.0% |
| 5Y | +6.4% | -15.1% | +21.5% | +7.8% |
| All | +25.1% | +24.0% | +1.1% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling