+104.3%
BSX vs ALK
-39.7%
+144.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +2.8% | +12.9% | -10.2% | 0.0% |
| 30D | +4.6% | +5.5% | -0.9% | +3.2% |
| 3M | -11.4% | -12.1% | +0.7% | -9.2% |
| 6M | -17.1% | +1.7% | -18.8% | -18.8% |
| YTD | -53.1% | -17.4% | -35.7% | -52.6% |
| 1Y | -55.7% | -1.9% | -53.8% | -57.2% |
| 3Y | -13.3% | +21.2% | -34.6% | -24.8% |
| 5Y | +5.3% | -27.8% | +33.1% | +2.6% |
| 10Y | +104.3% | -41.0% | +145.3% | +100.6% |
| All | +104.3% | -39.7% | +144.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling