+109.9%
BSX vs AR
+58.9%
+51.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.8% |
| 7D | -1.5% | +2.1% | -3.6% | -1.7% |
| 30D | +2.9% | +4.5% | -1.6% | +2.5% |
| 3M | -11.8% | +1.0% | -12.8% | -12.1% |
| 6M | -15.4% | +4.4% | -19.9% | -16.0% |
| YTD | -52.7% | +10.9% | -63.6% | -53.3% |
| 1Y | -56.0% | +8.6% | -64.5% | -56.5% |
| 3Y | -12.5% | +48.5% | -61.0% | -16.6% |
| 5Y | +7.6% | +95.7% | -88.2% | -1.3% |
| 10Y | +109.9% | +55.5% | +54.5% | +83.5% |
| All | +109.9% | +58.9% | +51.0% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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