+1,016.5%
BSX vs ALK
+883.4%
+133.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | +0.1% | -19.2% | +19.4% | +4.4% |
| 3M | -2.1% | -1.5% | -0.6% | -2.6% |
| 6M | -33.8% | -13.1% | -20.8% | -33.1% |
| YTD | -49.9% | -16.4% | -33.4% | -49.3% |
| 1Y | -55.4% | -33.1% | -22.4% | -53.0% |
| 3Y | -10.9% | +0.6% | -11.5% | -17.0% |
| 5Y | +6.4% | -26.4% | +32.8% | +3.9% |
| 10Y | +97.0% | -34.2% | +131.2% | +82.7% |
| All | +1,016.5% | +883.4% | +133.1% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling