+1,016.5%
BSX vs AME
+12,586.6%
-11,570.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +0.1% | -6.7% | +6.8% | +2.7% |
| 3M | -2.1% | +4.1% | -6.2% | -4.1% |
| 6M | -33.8% | +1.6% | -35.4% | -34.7% |
| YTD | -49.9% | +16.1% | -66.0% | -53.2% |
| 1Y | -55.4% | +27.3% | -82.8% | -60.0% |
| 3Y | -10.9% | +50.9% | -61.7% | -26.2% |
| 5Y | +6.4% | +81.4% | -75.0% | -18.5% |
| 10Y | +97.0% | +417.0% | -319.9% | +2.2% |
| All | +1,016.5% | +12,586.6% | -11,570.1% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling