-16.0%
BSX vs ALM
+901.8%
-917.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +1.0% |
| 7D | -1.5% | -7.2% | +5.7% | -1.3% |
| 30D | +2.9% | -26.4% | +29.3% | +4.0% |
| 3M | -11.8% | -38.6% | +26.8% | -10.6% |
| 6M | -15.4% | -61.0% | +45.6% | -12.9% |
| YTD | -52.7% | -7.4% | -45.3% | -53.4% |
| 1Y | -56.0% | +14.0% | -69.9% | -57.1% |
| All | -16.0% | +901.8% | -917.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling