-2.8%
BSX vs AMCR
-12.3%
+9.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -10.1% | -6.3% | -3.8% | -8.9% |
| 30D | -16.4% | -7.8% | -8.6% | -15.0% |
| 3M | -8.9% | +7.5% | -16.4% | -10.2% |
| 6M | -38.3% | +2.7% | -41.0% | -38.8% |
| YTD | -54.9% | +6.0% | -61.0% | -56.2% |
| 1Y | -58.8% | +7.8% | -66.6% | -60.3% |
| 3Y | -21.2% | +5.8% | -27.0% | -26.2% |
| All | -2.8% | -12.3% | +9.5% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling