+270.5%
BSX vs AR
-32.9%
+303.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.9% |
| 7D | -0.7% | -10.5% | +9.9% | +0.2% |
| 30D | +3.0% | +1.3% | +1.7% | +2.8% |
| 3M | -10.7% | +4.8% | -15.5% | -11.3% |
| 6M | -18.4% | +1.2% | -19.5% | -18.7% |
| YTD | -53.8% | +5.5% | -59.3% | -54.3% |
| 1Y | -56.0% | +8.1% | -64.0% | -56.5% |
| 3Y | -14.4% | +38.8% | -53.2% | -18.0% |
| 5Y | +2.9% | +78.8% | -76.0% | -5.0% |
| 10Y | +101.6% | +46.4% | +55.2% | +70.6% |
| All | +270.5% | -32.9% | +303.4% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling