-2.8%
BSX vs AU
+686.2%
-689.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -10.1% | -4.3% | -5.8% | -9.8% |
| 30D | -16.4% | +7.3% | -23.7% | -16.8% |
| 3M | -8.9% | +26.3% | -35.2% | -10.3% |
| 6M | -38.3% | +1.8% | -40.0% | -38.6% |
| YTD | -54.9% | +26.8% | -81.7% | -55.9% |
| 1Y | -58.8% | +66.7% | -125.5% | -60.5% |
| 3Y | -21.2% | +579.1% | -600.3% | -32.8% |
| All | -2.8% | +686.2% | -689.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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