-11.3%
BSX vs ALHC
+140.1%
-151.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | -2.1% | -10.2% | +8.0% | -2.5% |
| 6M | -33.8% | -28.3% | -5.5% | -33.7% |
| YTD | -49.9% | -31.4% | -18.4% | -49.6% |
| 1Y | -55.4% | -16.9% | -38.5% | -55.4% |
| All | -11.3% | +140.1% | -151.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling