-31.8%
BSX vs AS
+125.3%
-157.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | -1.0% | -3.6% | +2.6% | -0.6% |
| 30D | +2.1% | +3.4% | -1.3% | +1.7% |
| 3M | -14.0% | -8.6% | -5.4% | -13.3% |
| 6M | -18.3% | -10.0% | -8.3% | -17.6% |
| YTD | -53.6% | -19.2% | -34.5% | -53.0% |
| 1Y | -57.6% | -3.8% | -53.8% | -57.7% |
| All | -31.8% | +125.3% | -157.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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