+395.9%
BSX vs ALM
+7,705.7%
-7,309.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +2.0% | -2.6% | +4.7% | +2.1% |
| 30D | +0.1% | +32.0% | -31.9% | 0.0% |
| 3M | -2.1% | -15.0% | +12.9% | -2.1% |
| 6M | -33.8% | -10.1% | -23.7% | -33.8% |
| YTD | -49.9% | +99.4% | -149.3% | -50.1% |
| 1Y | -55.4% | +316.4% | -371.8% | -55.8% |
| 3Y | -10.9% | +2,022.0% | -2,032.8% | -12.2% |
| 5Y | +6.4% | +941.2% | -934.8% | +5.0% |
| 10Y | +97.0% | +2,950.3% | -2,853.3% | +93.1% |
| All | +395.9% | +7,705.7% | -7,309.9% | +374.1% |
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