-5.5%
BSX vs ALNY
+3,957.5%
-3,963.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -3.6% |
| 7D | -8.2% | -6.4% | -1.8% | -7.4% |
| 30D | -15.8% | +11.9% | -27.7% | -17.0% |
| 3M | -10.8% | -15.0% | +4.2% | -9.7% |
| 6M | -38.4% | -23.2% | -15.2% | -36.8% |
| YTD | -54.8% | -37.8% | -17.0% | -52.4% |
| 1Y | -59.0% | -47.3% | -11.8% | -56.0% |
| 3Y | -20.0% | +22.9% | -42.9% | -25.1% |
| 5Y | -3.1% | +30.6% | -33.6% | -13.1% |
| 10Y | +83.3% | +254.6% | -171.3% | +28.6% |
| All | -5.5% | +3,957.5% | -3,963.0% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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