-1.2%
BSX vs ALHC
-30.5%
+29.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.9% |
| 7D | -6.4% | -1.0% | -5.5% | -6.4% |
| 30D | -8.8% | -6.3% | -2.4% | -8.5% |
| 3M | -7.6% | -12.3% | +4.7% | -7.8% |
| 6M | -37.0% | -27.0% | -10.0% | -36.6% |
| YTD | -52.8% | -31.8% | -21.0% | -52.4% |
| 1Y | -58.4% | -17.0% | -41.4% | -58.4% |
| 3Y | -16.5% | +159.8% | -176.3% | -23.7% |
| 5Y | -1.2% | -25.1% | +24.0% | -5.0% |
| All | -1.2% | -30.5% | +29.3% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling