-58.4%
BSX vs ALK
-36.0%
-22.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -5.7% |
| 7D | -6.4% | +0.1% | -6.6% | -6.4% |
| 30D | -8.8% | -18.5% | +9.7% | -8.0% |
| 3M | -7.6% | -3.6% | -4.1% | -7.5% |
| 6M | -37.0% | -3.7% | -33.3% | -37.4% |
| YTD | -52.8% | -19.0% | -33.8% | -53.7% |
| All | -58.4% | -36.0% | -22.4% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling