-21.2%
BSX vs AMCR
+6.5%
-27.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -10.1% | -6.3% | -3.8% | -9.7% |
| 30D | -16.4% | -7.8% | -8.6% | -15.9% |
| 3M | -8.9% | +7.5% | -16.4% | -9.1% |
| 6M | -38.3% | +2.7% | -41.0% | -38.4% |
| YTD | -54.9% | +6.0% | -61.0% | -55.5% |
| 1Y | -58.8% | +7.8% | -66.6% | -59.5% |
| 3Y | -21.2% | +5.8% | -27.0% | -24.0% |
| All | -21.2% | +6.5% | -27.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling