-59.0%
BSX vs ALM
+279.2%
-338.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -3.9% |
| 7D | -8.2% | -7.1% | -1.1% | -8.0% |
| 30D | -15.8% | +24.7% | -40.5% | -16.5% |
| 3M | -10.8% | +8.3% | -19.1% | -11.5% |
| 6M | -38.4% | -22.2% | -16.2% | -38.5% |
| YTD | -54.8% | +88.1% | -142.9% | -56.0% |
| 1Y | -59.0% | +272.4% | -331.4% | -60.7% |
| All | -59.0% | +279.2% | -338.2% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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