+101.6%
BSX vs AMC
-98.6%
+200.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.3% | +2.9% |
| 7D | -0.7% | +6.6% | -7.3% | -0.8% |
| 30D | +3.0% | +14.1% | -11.1% | +2.8% |
| 3M | -10.7% | +31.3% | -42.0% | -11.1% |
| 6M | -18.4% | +126.7% | -145.0% | -19.5% |
| YTD | -53.8% | +117.9% | -171.8% | -54.5% |
| 1Y | -56.0% | +41.1% | -97.1% | -56.4% |
| 3Y | -14.4% | -61.0% | +46.6% | -14.4% |
| 5Y | +2.9% | -99.1% | +102.0% | +6.5% |
| 10Y | +101.6% | -98.7% | +200.2% | +92.5% |
| All | +101.6% | -98.6% | +200.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling