+104.3%
BSX vs AMC
-98.7%
+203.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.5% |
| 7D | +2.8% | +5.5% | -2.7% | +2.7% |
| 30D | +4.6% | +16.1% | -11.5% | +4.4% |
| 3M | -11.4% | +43.0% | -54.4% | -11.9% |
| 6M | -17.1% | +130.7% | -147.8% | -18.3% |
| YTD | -53.1% | +121.8% | -174.9% | -53.8% |
| 1Y | -55.7% | +40.7% | -96.4% | -56.1% |
| 3Y | -13.3% | -56.8% | +43.5% | -13.5% |
| 5Y | +5.3% | -99.1% | +104.4% | +9.0% |
| 10Y | +104.3% | -98.7% | +203.0% | +95.2% |
| All | +104.3% | -98.7% | +203.0% | +95.2% |
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