+360.0%
BSX vs ALM
+3,551.9%
-3,191.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.3% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | +3.1% | -19.3% | +22.4% | +3.2% |
| 3M | -14.2% | -40.6% | +26.4% | -14.1% |
| 6M | -16.4% | -57.9% | +41.5% | -16.2% |
| YTD | -53.5% | -6.7% | -46.8% | -53.5% |
| 1Y | -57.8% | +20.2% | -77.9% | -57.9% |
| 3Y | -17.4% | +879.4% | -896.9% | -18.4% |
| 5Y | +5.4% | +415.3% | -409.9% | +4.2% |
| 10Y | +106.2% | +2,100.8% | -1,994.6% | +102.5% |
| All | +360.0% | +3,551.9% | -3,191.9% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling