+91.2%
BSX vs AR
+43.0%
+48.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -7.0% | -1.2% | -5.9% | -7.0% |
| 30D | -10.9% | +5.5% | -16.4% | -11.3% |
| 3M | -8.2% | +12.9% | -21.0% | -9.2% |
| 6M | -37.5% | +0.1% | -37.5% | -37.6% |
| YTD | -52.8% | +13.5% | -66.4% | -53.5% |
| 1Y | -58.4% | +21.6% | -80.0% | -59.3% |
| 3Y | -16.5% | +46.0% | -62.5% | -20.4% |
| 5Y | -1.0% | +143.7% | -144.7% | -10.8% |
| 10Y | +91.2% | +44.3% | +46.9% | +72.9% |
| All | +91.2% | +43.0% | +48.2% | +72.9% |
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