+302.4%
BSX vs AR
-27.2%
+329.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.0% | +2.5% | -0.4% | +1.8% |
| 30D | +0.1% | +14.8% | -14.7% | -1.1% |
| 3M | -2.1% | +6.2% | -8.4% | -2.7% |
| 6M | -33.8% | +4.3% | -38.1% | -34.2% |
| YTD | -49.9% | +14.4% | -64.2% | -50.6% |
| 1Y | -55.4% | +21.3% | -76.8% | -56.4% |
| 3Y | -10.9% | +39.8% | -50.7% | -14.6% |
| 5Y | +6.4% | +142.1% | -135.7% | -4.0% |
| 10Y | +97.0% | +52.0% | +45.0% | +66.4% |
| All | +302.4% | -27.2% | +329.6% | +241.1% |
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