-1.2%
BSX vs AR
+140.6%
-141.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.8% |
| 7D | -6.4% | -1.8% | -4.6% | -6.3% |
| 30D | -8.8% | +12.6% | -21.4% | -9.9% |
| 3M | -7.6% | +10.0% | -17.7% | -8.7% |
| 6M | -37.0% | +0.6% | -37.6% | -37.1% |
| YTD | -52.8% | +13.4% | -66.2% | -53.6% |
| 1Y | -58.4% | +21.7% | -80.1% | -59.5% |
| 3Y | -16.5% | +45.8% | -62.3% | -20.7% |
| 5Y | -1.2% | +144.3% | -145.4% | -7.4% |
| All | -1.2% | +140.6% | -141.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling