-31.0%
BSX vs AS
+137.8%
-168.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.7% |
| 7D | +2.8% | +4.5% | -1.7% | +2.3% |
| 30D | +4.6% | +13.2% | -8.6% | +3.3% |
| 3M | -11.4% | -11.9% | +0.5% | -10.5% |
| 6M | -17.1% | -11.6% | -5.5% | -16.4% |
| YTD | -53.1% | -14.7% | -38.4% | -52.7% |
| 1Y | -55.7% | +5.7% | -61.4% | -56.3% |
| All | -31.0% | +137.8% | -168.8% | -34.7% |
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