+81.0%
BSX vs AON
+204.8%
-123.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -10.1% | -6.3% | -3.8% | -7.4% |
| 30D | -16.4% | -14.1% | -2.3% | -10.9% |
| 3M | -8.9% | -9.5% | +0.6% | -5.4% |
| 6M | -38.3% | -4.0% | -34.3% | -38.1% |
| YTD | -54.9% | -13.8% | -41.1% | -52.7% |
| 1Y | -58.8% | -18.3% | -40.5% | -55.6% |
| 3Y | -21.2% | -7.2% | -14.0% | -22.1% |
| 5Y | -3.3% | +7.3% | -10.7% | -13.5% |
| All | +81.0% | +204.8% | -123.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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