+602.0%
BSX vs AMCR
+96.6%
+505.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -8.2% | -5.0% | -3.2% | -7.0% |
| 30D | -15.8% | -8.0% | -7.8% | -14.1% |
| 3M | -10.8% | +14.3% | -25.1% | -13.8% |
| 6M | -38.4% | +5.3% | -43.7% | -39.5% |
| YTD | -54.8% | +7.7% | -62.5% | -56.3% |
| 1Y | -59.0% | +10.8% | -69.9% | -60.8% |
| 3Y | -20.0% | +9.6% | -29.6% | -24.6% |
| 5Y | -3.1% | -10.2% | +7.1% | -3.8% |
| 10Y | +83.3% | +16.5% | +66.9% | +61.2% |
| All | +602.0% | +96.6% | +505.3% | +479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling