+6.0%
BSX vs AMBA
-54.5%
+60.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.0% | -11.0% | +13.0% | +3.0% |
| 30D | +0.1% | -23.2% | +23.3% | +2.3% |
| 3M | -2.1% | -12.7% | +10.6% | -2.2% |
| 6M | -33.8% | +11.2% | -45.0% | -36.0% |
| YTD | -49.9% | -11.2% | -38.6% | -50.6% |
| 1Y | -55.4% | -22.5% | -32.9% | -55.8% |
| 3Y | -10.9% | -1.3% | -9.5% | -17.5% |
| All | +6.0% | -54.5% | +60.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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