+314.2%
BSX vs AMC
-98.1%
+412.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.7% |
| 7D | +2.0% | +2.3% | -0.3% | +2.0% |
| 30D | +0.1% | -0.7% | +0.9% | +0.1% |
| 3M | -2.1% | +35.2% | -37.4% | -2.9% |
| 6M | -33.8% | +124.6% | -158.4% | -34.9% |
| YTD | -49.9% | +69.9% | -119.7% | -50.5% |
| 1Y | -55.4% | -2.6% | -52.9% | -55.7% |
| 3Y | -10.9% | -79.8% | +68.9% | -10.1% |
| 5Y | +6.4% | -99.4% | +105.8% | +11.5% |
| 10Y | +97.0% | -98.9% | +195.9% | +93.5% |
| All | +314.2% | -98.1% | +412.3% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling