+81.0%
BSX vs AME
+445.1%
-364.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -2.0% |
| 7D | -10.1% | +1.7% | -11.8% | -10.9% |
| 30D | -16.4% | -6.4% | -10.0% | -13.6% |
| 3M | -8.9% | +7.1% | -16.0% | -12.8% |
| 6M | -38.3% | +8.2% | -46.4% | -41.6% |
| YTD | -54.9% | +18.2% | -73.1% | -59.5% |
| 1Y | -58.8% | +26.7% | -85.6% | -64.6% |
| 3Y | -21.2% | +60.7% | -81.9% | -42.9% |
| 5Y | -3.3% | +91.6% | -94.9% | -38.4% |
| All | +81.0% | +445.1% | -364.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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