-1.2%
BSX vs ALM
+1,033.0%
-1,034.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.8% | -14.7% | -6.2% |
| 7D | -6.4% | +8.4% | -14.9% | -6.7% |
| 30D | -8.8% | +34.8% | -43.6% | -9.8% |
| 3M | -7.6% | +16.2% | -23.9% | -8.5% |
| 6M | -37.0% | +2.1% | -39.1% | -37.5% |
| YTD | -52.8% | +117.0% | -169.9% | -54.6% |
| 1Y | -58.4% | +313.9% | -372.3% | -61.1% |
| 3Y | -16.5% | +2,327.9% | -2,344.4% | -27.5% |
| 5Y | -1.2% | +1,040.6% | -1,041.8% | -12.7% |
| All | -1.2% | +1,033.0% | -1,034.2% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling