+132.0%
BSX vs AU
+751.1%
-619.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.1% | -3.8% |
| 7D | -8.2% | -7.0% | -1.2% | -7.7% |
| 30D | -15.8% | +7.3% | -23.1% | -16.3% |
| 3M | -10.8% | +33.2% | -44.1% | -12.9% |
| 6M | -38.4% | -0.6% | -37.8% | -38.8% |
| YTD | -54.8% | +26.2% | -81.0% | -56.0% |
| 1Y | -59.0% | +68.3% | -127.3% | -61.1% |
| 3Y | -20.0% | +592.1% | -612.1% | -32.7% |
| 5Y | -3.1% | +685.3% | -688.3% | -20.4% |
| 10Y | +83.3% | +682.5% | -599.2% | +43.7% |
| All | +132.0% | +751.1% | -619.1% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling