+15.7%
BSX vs ALC
+26.4%
-10.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -1.0% | -6.2% | +5.2% | +1.9% |
| 30D | +2.1% | +14.0% | -12.0% | -3.8% |
| 3M | -14.0% | -2.4% | -11.7% | -13.1% |
| 6M | -18.3% | +12.6% | -30.9% | -22.4% |
| YTD | -53.6% | -8.4% | -45.2% | -52.4% |
| 1Y | -57.6% | -9.1% | -48.4% | -56.2% |
| 3Y | -14.3% | -0.3% | -14.0% | -18.7% |
| 5Y | +5.1% | -9.9% | +15.0% | +3.4% |
| All | +15.7% | +26.4% | -10.7% | -13.1% |
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 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